DocumentCode :
915136
Title :
On the direct calculation of MMSE of linear realizable estimator by Toeplitz form method (Corresp.)
Author :
Kung Yao
Volume :
17
Issue :
1
fYear :
1971
fDate :
1/1/1971 12:00:00 AM
Firstpage :
95
Lastpage :
97
Abstract :
In this correspondence, the Toeplitz form method is used in the direct calculation of the MMSE resulting from linear realizable mean-square interpolation, extrapolation, and filtering of certain classes of signal sequences in additive (not necessarily white) noise sequences. Further simplification results when the signal plus noise forma a 
th-order auto-regressive random sequence.
th-order auto-regressive random sequence.Keywords :
Estimation; Prediction methods; Toeplitz matrices; Additive white noise; Extrapolation; Filtering; Interpolation; Nonlinear filters; Random processes; Random sequences; Transfer functions; Viterbi algorithm; Wiener filter;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1971.1054582
Filename :
1054582
Link To Document :
