• DocumentCode
    950302
  • Title

    Numerical estimation of the complex Wiener prediction filter

  • Author

    Jarrott, R.K.

  • Author_Institution
    Weapons Research Establishment, Salisbury, South Australia
  • Volume
    65
  • Issue
    9
  • fYear
    1977
  • Firstpage
    1414
  • Lastpage
    1415
  • Abstract
    A complete algorithm is presented for numerical estimation of the complex prediction error filter from a finite number of data samples. The method is a generalization of Andersen´s results for real samples [3]. It is also demonstrated that, using Anderson´s method, a nonincreasing mean error as a function of filter size cannot be arbitrarily guaranteed.
  • Keywords
    Costs; Equations; Mean square error methods; Recursive estimation; State estimation; Wiener filter;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1977.10733
  • Filename
    1455002
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=950302