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On the filtering of noise-contaminated signals observed via hard limiters

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1 Author(s)
Zeitouni, O. ; Lab. for Inf. & Decision Systems, MIT, Cambridge, MA, USA

The problem of signal estimation from a measurement of its noise crossings is considered, following a nonlinear filtering approach that is different from the classical Davenport method. By focusing on a specific noise model and applying recent results on the excursions of a Brownian motion, an exact representation of the optimal filter is derived. Various extensions of the results are considered

Published in:

Information Theory, IEEE Transactions on  (Volume:34 ,  Issue: 5 )

Date of Publication:

Sep 1988

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