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
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;
Conference_Titel :
Signal Processing Conference, 2002 11th European
Conference_Location :
Toulouse
