Design of RLS Wiener FIR filter using covariance information in linear discrete-time stochastic systems

Digital Signal Processing: A Review Journal

Volumn 20, Issue 5, 2010, Pages 1310-1329

  Nakamori, S ^a  

^a KAGOSHIMA UNIVERSITY   (Japan)

Author keywords

Discrete time stochastic system; Filtering algorithm; FIR filter; RLS Wiener filter; Signal estimation

Indexed keywords

BANDPASS FILTERS; IMPULSE RESPONSE; INFORMATION USE; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA; SIGNAL PROCESSING; STOCHASTIC SYSTEMS; WAVE FILTERS; WHITE NOISE;

ADDITIVE WHITE NOISE; COVARIANCE INFORMATION; DISCRETE-TIME STOCHASTIC SYSTEMS; FILTERING ALGORITHM; OBSERVATION MATRIX; RECURSIVE LEAST SQUARE (RLS); RLS WIENER FILTERS; SIGNAL ESTIMATION;

FIR FILTERS;

EID: 83655170799     PISSN: 10512004     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dsp.2010.01.001     Document Type: Article

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