• 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 p 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=915136