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Optimal filters which maximize the relation signal/noise in the stationary case - MaRDI portal

Optimal filters which maximize the relation signal/noise in the stationary case (Q1922651)

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scientific article; zbMATH DE number 922987
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Optimal filters which maximize the relation signal/noise in the stationary case
scientific article; zbMATH DE number 922987

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    Optimal filters which maximize the relation signal/noise in the stationary case (English)
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    10 December 1996
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    Under the assumption that both signals and filters are stationary, the authors consider two classes of admissible filters: stable filters and physically realizable filters. They use an optimality criterion which maximizes the so-called relation signal/noise. The authors give conditions of solvability of the optimization problem and construct optimizing sequences of filters.
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    linear optimal filters
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    stationary process filtering
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