DocumentCode
918342
Title
Error expressions for optimal linear filtering of stationary processes
Author
Snyders, Jakov
Volume
18
Issue
5
fYear
1972
fDate
9/1/1972 12:00:00 AM
Firstpage
574
Lastpage
582
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1972.1054896
Filename
1054896
Link To Document