Generic weighted filtering of stochastic signals

IEEE Transactions on Signal Processing

Volumn 57, Issue 12, 2009, Pages 4675-4685

  Torokhti, Anatoli ^a   Manton, Jonathan H ^b  

^a UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Optimal filtering; Wiener filter

Indexed keywords

COMPRESSION RATIOS; COMPUTATIONAL WORK; COVARIANCE MATRICES; DEGREE OF FREEDOM; DEGREES OF FREEDOM; ERROR MINIMIZATION; FILTER CONCATENATION; FILTER MODEL; INVERTIBILITY; MATRIX; MINIMIZATION PROBLEMS; NEW THEORY; NONLINEAR FILTER; OPTIMAL FILTERING; ORTHOGONALIZATION; PSEUDO-INVERSES; STOCHASTIC SIGNALS; TWO DEGREES OF FREEDOM; WIENER FILTERS;

ADAPTIVE FILTERING; COMPRESSION RATIO (MACHINERY); COVARIANCE MATRIX; MECHANICS; NONLINEAR FILTERING; OPTIMIZATION; SPEECH PROCESSING;

SIGNAL PROCESSING;

EID: 70450277221     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2009.2027463     Document Type: Article

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