Title :
Error expressions for optimal linear filtering of stationary processes
fDate :
9/1/1972 12:00:00 AM
Abstract :
Error expressions for optimal linear causal filtering of second-order stationary processes are derived by a method based on Hardy space theory. This method is applicable when one of the spectral densities is rational with a known structure. The operations involved in the computation of error expressions are mainly simple residue evaluations. Several examples are given.
Keywords :
Filtering; Stochastic processes; Filtering theory; Helium; Maximum likelihood detection; Nonlinear filters; Poles and zeros; Signal processing; Space stations; Transfer functions; White noise; Wiener filter;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1972.1054896
