• DocumentCode
    913778
  • Title

    Formulas for multidimensional optimal linear filtering in white noise

  • Author

    Anderson, B.D.O. ; Moore, John

  • Author_Institution
    University of Newcastle, Department of Electrical Engineering, Newcastle, Australia
  • Volume
    7
  • Issue
    18
  • fYear
    1971
  • Firstpage
    515
  • Lastpage
    516
  • Abstract
    The multidimensional linear-filtering problem for a signal in white noise is considered, and formulas are given for optimum causal and noncausal filters and the associated errors.
  • Keywords
    filtering and prediction theory; noise; white noise; discrete time problem; filtering and prediction theory; information theory; inverse Laplace transform; m dimensional signal process; multidimensional optimal linear filtering; optimal filter; sampling; smoothing; white noise;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19710349
  • Filename
    4235249
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=913778