Cart (Loading....) | Create Account
Close category search window
 

A simple solution to smoothing, filtering, and prediction problems using series representations (Corresp.)

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)

A simple solution to linear least-mean-squared-error smoothing, filtering, and prediction problems that is based on series representations for continuous-time random processes is presented. A method for arbitrarily closely approximating correlation functions is employed to obtain approximants that lead to a simple but general closed-form solution for the impulse-response function of the estimating system. The system is asymptotically optimum, and is automatically synthesized with a canonical structure that is convenient for implementation and amenable to adjustment. The method of solution is valid when the observations are restricted to a finite interval and contain a white component.

Published in:

Information Theory, IEEE Transactions on  (Volume:20 ,  Issue: 2 )

Date of Publication:

Mar 1974

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.