Formulation and implementation of the non-stationary evolutionary Wiener filtering

DOI10.1016/S0165-1684(99)00013-4zbMath1026.94506OpenAlexW1984268428MaRDI QIDQ1960505

Hamayun A. Khan, Luis F. Chaparro

Publication date: 12 January 2000

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(99)00013-4

zbMATH Keywords

Kalman filteringEvolutionary spectrumWold-Cramer decompositionEvolutionary maximum entropyLinear time-varying (LTV) systemsNon-stationary Wiener filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Design of a fixed-interval smoother using covariance information based on the innovations approach in linear discrete-time stochastic systems ⋮ On Wiener filtering of certain locally stationary stochastic processes

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