Title :
A theory of weighted smoothing
fDate :
6/1/1957 12:00:00 AM
Abstract :
The problem attacked in this paper is that of a system with a stationary random error input, a nonrandom signal input and a nonrandom error input. The output of the system is required to have a minimum weighted response to the random error and otherwise to consist only of arbitrary functions of time linearly related to the nonrandom signal input. The more general case, which includes a random signal as well, is not considered.
Keywords :
Smoothing methods; Filtering theory; Filters; Information analysis; Information theory; Laboratories; Radiation detectors; Signal analysis; Signal detection; Signal to noise ratio; Smoothing methods; Statistics;
Journal_Title :
Information Theory, IRE Transactions on
DOI :
10.1109/TIT.1957.1057408
