Error expressions for optimal linear filtering of stationary processes
- 1 September 1972
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 18 (5), 574-582
- https://doi.org/10.1109/tit.1972.1054896
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- Error Formulae for Optimal Linear Filtering, Prediction and Interpolation of Stationary Time SeriesThe Annals of Mathematical Statistics, 1972
- On the properties of optimum realizable linear filtersProceedings of the IEEE, 1971
- Optimum linear filtering of an integrated signal in white noiseIEEE Transactions on Aerospace and Electronic Systems, 1966
- On the minimum mean square error resulting from linear filtering of stationary signals in white noise (Corresp.)IEEE Transactions on Information Theory, 1965
- Some useful expressions for optimum linear filtering in white noiseProceedings of the IEEE, 1965
- Optimum Coherent Phase and Frequency Demodulation of a Class of Modulating SpectraIEEE Transactions on Space Electronics and Telemetry, 1964
- Extrapolation, Interpolation, and Smoothing of Stationary Time SeriesPublished by MIT Press ,1949