Title :
Formulas for multidimensional optimal linear filtering in white noise
Author :
Anderson, B.D.O. ; Moore, John
Author_Institution :
University of Newcastle, Department of Electrical Engineering, Newcastle, Australia
Abstract :
The multidimensional linear-filtering problem for a signal in white noise is considered, and formulas are given for optimum causal and noncausal filters and the associated errors.
Keywords :
filtering and prediction theory; noise; white noise; discrete time problem; filtering and prediction theory; information theory; inverse Laplace transform; m dimensional signal process; multidimensional optimal linear filtering; optimal filter; sampling; smoothing; white noise;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19710349
