DocumentCode
1134817
Title
Fast Suboptimal Wiener Filtering of Markov Sequences
Author
Habibi, Ali
Author_Institution
TRW Corporation
Issue
5
fYear
1977
fDate
5/1/1977 12:00:00 AM
Firstpage
443
Lastpage
449
Abstract
Computational aspects of Wiener filtering of discrete Markov sequences are studied. It is shown that using lower triangular transformation, an extremely efficient suboptimal Wiener filter can be designed. The performance of the suboptimal filter for a first-, second-, and third-order Markov sequence is evaluated and is compared to the performance of the Wiener filter for these sequences.
Keywords
Filtering, lower triangular transforms, Markovian models, Markov sequences, Wiener filtering.; Covariance matrix; Degradation; Discrete Fourier transforms; Filtering; Fourier transforms; Karhunen-Loeve transforms; Random variables; Symmetric matrices; Vectors; Wiener filter; Filtering, lower triangular transforms, Markovian models, Markov sequences, Wiener filtering.;
fLanguage
English
Journal_Title
Computers, IEEE Transactions on
Publisher
ieee
ISSN
0018-9340
Type
jour
DOI
10.1109/TC.1977.1674861
Filename
1674861
Link To Document