Constrained Wiener filtering (Corresp.)

DOI10.1109/TIT.1987.1057267zbMath0626.94004OpenAlexW2135035121MaRDI QIDQ3030715

Michel Bouvet, Bernard Picinbono

Publication date: 1987

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1987.1057267

zbMATH Keywords

Wiener filteringcausalityconstrained prediction filtersimpulse response of the constrained filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Communication theory (94A05)

Related Items (1)

Causal restriction and its generalization for the Wiener filter

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