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An optimal filter of the second order

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Publication:5353490
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DOI10.1109/78.917807zbMath1369.94302OpenAlexW2069737934MaRDI QIDQ5353490

Phil G. Howlett, Anatoli Torokhti

Publication date: 8 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.917807



Mathematics Subject Classification ID

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


Related Items (4)

Constructing fixed rank optimal estimators with method of best recurrent approximations ⋮ Optimal recursive estimation of raw data ⋮ Optimal multilinear estimation of a random vector under constraints of causality and limited memory ⋮ Toward Best Approximation of Nonlinear Systems: A Case of Models with Memory






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