• 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=801887