Title :
General problems of minimum-variance recursive waveshaping
Author :
Dai, Guan-Zhong ; Mendel, Jerry M.
Author_Institution :
University of Southern California, Los Angeles, CA
fDate :
6/1/1986 12:00:00 AM
Abstract :
In this correspondence, we sum up the general problems of minimum-variance recursive waveshaping (MVRW). We first develop the general structure of minimum-variance waveshaping (MVW) and then present the recursive algorithms of MVRW. Both on-line and off-line algorithms are considered.
Keywords :
Estimation theory; Filtering algorithms; Filtering theory; Filters; Noise measurement; Recursive estimation; Smoothing methods; State estimation; Stochastic processes; White noise;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1986.1164838