Title :
Volterra filtering and higher order whiteness
Author :
Bondon, P. ; Combettes, P.L. ; Picinbono, B.
Author_Institution :
Lab. des Signaux et Syst., Ecole Superieure d´´Electr., Gif-sur-Yvette, France
fDate :
9/1/1995 12:00:00 AM
Abstract :
Some properties of Volterra filtering are established. Finite-order, finite-horizon Volterra filtering is investigated as well as its asymptotic properties. Next, the concepts of Volterra unpredictability and uninterpolability lead to generalizations of the notion of white noise to higher orders. These generalizations are introduced and relations are established between them
Keywords :
Volterra equations; filtering theory; higher order statistics; white noise; Volterra unpredictability; asymptotic properties; finite horizon Volterra filtering; higher order whiteness; minimum mean square error filtering; uninterpolability; white noise; Bonding; Cities and towns; Filtering; Hilbert space; Maximum likelihood detection; Nonlinear filters; Polynomials; Random processes; Vectors; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on
