DocumentCode
768393
Title
Volterra filtering and higher order whiteness
Author
Bondon, P. ; Combettes, P.L. ; Picinbono, B.
Author_Institution
Lab. des Signaux et Syst., Ecole Superieure d´´Electr., Gif-sur-Yvette, France
Volume
43
Issue
9
fYear
1995
fDate
9/1/1995 12:00:00 AM
Firstpage
2209
Lastpage
2212
Abstract
Some properties of Volterra filtering are established. Finite-order, finite-horizon Volterra filtering is investigated as well as its asymptotic properties. Next, the concepts of Volterra unpredictability and uninterpolability lead to generalizations of the notion of white noise to higher orders. These generalizations are introduced and relations are established between them
Keywords
Volterra equations; filtering theory; higher order statistics; white noise; Volterra unpredictability; asymptotic properties; finite horizon Volterra filtering; higher order whiteness; minimum mean square error filtering; uninterpolability; white noise; Bonding; Cities and towns; Filtering; Hilbert space; Maximum likelihood detection; Nonlinear filters; Polynomials; Random processes; Vectors; White noise;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.414788
Filename
414788
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