Title :
The linear estimation of completely unknown signals
Author_Institution :
Massaschusetts Institute of Technology, Cambridge, MA, USA
fDate :
12/1/1969 12:00:00 AM
Abstract :
The estimation of completely unknown signals is studied. Signals which have no probabilistic structure propagate through a linear system. The output of the linear system is observed in the presence of white noise. A sampled-data linear filter is found which estimates the signals at discrete points in time. The estimate is optimum in the sense that it is unbiased and the variance of the estimate is minimized (Fisher estimate).
Keywords :
Linear systems; Signal estimation; Filters; Jamming; Linear systems; Process design; Rockets; Seismic measurements; Signal design; Signal processing; Sonar measurements; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099329