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A note on the 2-D noise matrix of 2-D state-space digital filters

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2 Author(s)
Lin, T. ; Dept. of Electr. Eng., Tohoku Univ., Sendai, Japan ; Kawamata, M.

It is argued that the derivation of the formulas to compute the output noise and the 2-D noise matrix given by W.-S. Lu and A. Antoniou (ibid., vol.CAS-33, p.965-73, Oct. 1986) is incorrect. Moreover, the formula for the 2-D noise matrix obtained does not have the dual form to the formula for the 2-D covariance matrix

Published in:

Circuits and Systems, IEEE Transactions on  (Volume:35 ,  Issue: 5 )

Date of Publication:

May 1988

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