Structural Properties of the Wiener Filter—Stability, Smoothness Properties, and FIR Approximation Behavior

DOI10.1109/TIT.2006.880045zbMath1305.94016arXivcs/0508018MaRDI QIDQ3547903

Holger Boche, Volker Pohl

Publication date: 21 December 2008

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

Full work available at URL: https://arxiv.org/abs/cs/0508018

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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