The application of Volterra series to signal estimation
- 1 January 1991
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 1481-1484 vol.2
- https://doi.org/10.1109/icassp.1991.150725
Abstract
The authors examine the problem of estimating signals corrupted by additive non-Gaussian noise. Since the linear filter is known to be optimal if the noise is Gaussian, they apply general nonlinear filters, based on Volterra series, to the non-Gaussian case. Nonlinear Wiener filters are derived, and their performance investigated in example non-Gaussian noise densities.Keywords
This publication has 4 references indexed in Scilit:
- Maritime surveillance radar. Part 2: Detection performance prediction in sea clutterIEE Proceedings F Radar and Signal Processing, 1990
- Asymptotically optimal detection in incompletely characterized non-Gaussian noiseIEEE Transactions on Acoustics, Speech, and Signal Processing, 1989
- Identification of the Volterra kernels of nonlinear systemsIEE Proceedings D Control Theory and Applications, 1980
- Extrapolation, Interpolation, and Smoothing of Stationary Time SeriesPublished by MIT Press ,1949