Title :
A series solution to smoothing, filtering, and prediction problems involving correlated signal and noise (Corresp.)
fDate :
11/1/1975 12:00:00 AM
Abstract :
A recently presented series solution to smoothing, filtering, and prediction problems is extended to include correlation between the white and colored components of the observations, as required in applications to feedback communications and feedback control.
Keywords :
Feedback communication; Filtering; Prediction methods; Smoothing methods; Approximation error; Feedback communications; Feedback control; Filtering theory; Information filtering; Information filters; Kernel; Probability; Reactive power; Smoothing methods;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1975.1055457
