DocumentCode :
801887
Title :
The linear estimation of completely unknown signals
Author :
Glover, Jack
Author_Institution :
Massaschusetts Institute of Technology, Cambridge, MA, USA
Volume :
14
Issue :
6
fYear :
1969
fDate :
12/1/1969 12:00:00 AM
Firstpage :
766
Lastpage :
767
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;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1969.1099329
Filename :
1099329
Link To Document :
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