• DocumentCode
    2231791
  • Title

    A causal optimal filter of the second degree

  • Author

    Torokhti, Anatoli ; Howlett, Phil ; Pearce, Charles

  • Author_Institution
    Centre for Ind. & Applicable Math., Univ. of South Australia, Mawson Lakes, SA, Australia
  • fYear
    2002
  • fDate
    3-6 Sept. 2002
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    We provide a non-linear optimal physically realizable filter which guarantees a smaller associated error than those of the known linear optimal filters proposed in [1] and [2]. The technique is based on the best approximation of a stochastic signal by a specific non-linear operator formed from lower triangular matrices.
  • Keywords
    approximation theory; matrix algebra; nonlinear filters; stochastic processes; causal optimal filter; nonlinear operator; nonlinear optimal physically realizable filter; second degree; stochastic signal approximation; triangular matrix; Computational modeling; Facsimile; Irrigation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Signal Processing Conference, 2002 11th European
  • Conference_Location
    Toulouse
  • ISSN
    2219-5491
  • Type

    conf

  • Filename
    7071916