A multistage representation of the Wiener filter based on orthogonal projections

DOI10.1109/18.737524zbMath0938.94004OpenAlexW2131634726MaRDI QIDQ4701222

J. Scott Goldstein, Louis L. Scharf, Irving S. Reed

Publication date: 21 November 1999

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

Full work available at URL: https://semanticscholar.org/paper/7e736867df4ce6e40de69c23f4c5d0070e9306de

zbMATH Keywords

adaptive filteringmutual informationorthogonal projectionsWiener filterrank reduction

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites Work

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• Numerically stable method of signal subspace estimation based on multistage Wiener filter
• Krylov solvers for linear algebraic systems.
• On the equivalence of three reduced rank linear estimators with applications to DS-CDMA
• A multistage representation of the Wiener filter based on orthogonal projections

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