On Wiener filtering of certain locally stationary stochastic processes
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Publication:1046657
DOI10.1016/j.sigpro.2009.09.013zbMath1177.94100OpenAlexW2026627284MaRDI QIDQ1046657
Peter J. Schreier, Patrik Wahlberg
Publication date: 22 December 2009
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.09.013
Filtering in stochastic control theory (93E11) Detection theory in information and communication theory (94A13) Statistical aspects of information-theoretic topics (62B10)
Related Items (3)
Locally stationary stochastic processes and Weyl symbols of positive operators ⋮ Locally stationary harmonizable complex improper stochastic processes ⋮ Certain Periodically Correlated Multicomponent Locally Stationary Processes
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