The Linear Filter for a Single Time Series

This chapter contains sections titled: 3.0 Formulation of the General Filter Problem, 3.1 Minimization Problem for Filters, 3.2 The Factorization of the Spectrum, 3.3 Prediction and Filtering, 3.4 The Error of Performance of a Filter; Long-lag Filters, 3.5 Fillers and Ergodic Theory, 3.6 Computation of Specific Filter Characteristics, 3.7 Lagging Filters, 3.8 The Determination of Lag and Number of Meshes in a Filter, 3.9 Detecting Filters for High Noise Level, 3.91 Filters for Pulses, 3.92 Filters Having Characteristics Linearly Dependent on Given Charaderistics, 3.93 Computation of Filter: Resume