DocumentCode
894826
Title
Realizable whitening filters and state-variable realizations
Author
Collins, L.D.
Volume
56
Issue
1
fYear
1968
Firstpage
100
Lastpage
101
Abstract
This letter discusses the whitening-filter approach to the detection of known signals in colored Gaussian noise when there is a residual white noise component present. The existence of a realizable (i.e., nonanticipatory) whitening filter is demonstrated and the form of the processor is explicitly given in terms of the Kalman-Bucy filter.
Keywords
Colored noise; Detectors; Eigenvalues and eigenfunctions; Fourier transforms; Gaussian noise; Integral equations; Nonlinear filters; Signal detection; Vectors; White noise;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1968.6169
Filename
1448099
Link To Document