Abstract :
Computational aspects of Wiener filtering of discrete Markov sequences are studied. It is shown that using lower triangular transformation, an extremely efficient suboptimal Wiener filter can be designed. The performance of the suboptimal filter for a first-, second-, and third-order Markov sequence is evaluated and is compared to the performance of the Wiener filter for these sequences.
Keywords :
Filtering, lower triangular transforms, Markovian models, Markov sequences, Wiener filtering.; Covariance matrix; Degradation; Discrete Fourier transforms; Filtering; Fourier transforms; Karhunen-Loeve transforms; Random variables; Symmetric matrices; Vectors; Wiener filter; Filtering, lower triangular transforms, Markovian models, Markov sequences, Wiener filtering.;
