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Formulation and implementation of the non-stationary evolutionary Wiener filtering - MaRDI portal

Formulation and implementation of the non-stationary evolutionary Wiener filtering (Q1960505)

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scientific article; zbMATH DE number 1387412
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Formulation and implementation of the non-stationary evolutionary Wiener filtering
scientific article; zbMATH DE number 1387412

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    Formulation and implementation of the non-stationary evolutionary Wiener filtering (English)
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    12 January 2000
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    Non-stationary Wiener filtering
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    Evolutionary spectrum
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    Linear time-varying (LTV) systems
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    Wold-Cramer decomposition
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    Evolutionary maximum entropy
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    Kalman filtering
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