On the derivation of a suboptimal filter for signal estimation

DOI10.1016/0167-7152(95)00130-1zbMath0854.62090OpenAlexW2080147060MaRDI QIDQ1922246

Juan Carlos Ruiz-Molina, Mariano J. Valderrama

Publication date: 19 January 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00130-1

zbMATH Keywords

convergencewhite noisesuboptimal filterapproximative Karhunen-Loeve expansionbound on truncation errorcausal filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Communication, information (94A99)

Related Items (1)

Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process

Cites Work

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• Kalman filtering on approximate state-space models
• On the approximation of optimal realizable linear filters using a Karhunen-Loeve expansion (Corresp.)
• On the numerical expansion of a second order stochastic process
• The Deferred Approach to the Limit for Eigenvalues of Integral Equations
• A general approach to linear mean-square estimation problems (Corresp.)

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