Title :
A general approach to linear mean-square estimation problems (Corresp.)
Author :
Cambanis, Stamatis
fDate :
1/1/1973 12:00:00 AM
Abstract :
An explicit and easily implemented solution is given to the general problem of linear mean-square estimation of a signal or system process based upon noisy observations, under the assumption that the auto- and cross-correlation functions of the signal and the observation processes are known. Also a number of specific estimation problems are briefly discussed.
Keywords :
Estimation; Circuits; Convolution; Convolutional codes; Data communication; Decoding; Electrons; Notice of Violation; Performance analysis; Signal processing; Viterbi algorithm;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1973.1054943