DocumentCode
924123
Title
A series solution to smoothing, filtering, and prediction problems involving correlated signal and noise (Corresp.)
Author
Gardner, W.A.
Volume
21
Issue
6
fYear
1975
fDate
11/1/1975 12:00:00 AM
Firstpage
698
Lastpage
699
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1975.1055457
Filename
1055457
Link To Document