Formulas for multidimensional optimal linear filtering in white noise

B. D.O. Anderson; J. B. Moore

doi:10.1049/el:19710349

Formulas for multidimensional optimal linear filtering in white noise

Research output: Contribution to journal › Article › peer-review

Abstract

The multidimensional linear-filtering problem for a signal in white noise is considered, and formulas are given for optimum causal and noncausal filters and the associated errors.

Original language	English
Pages (from-to)	515-516
Number of pages	2
Journal	Electronics Letters
Volume	7
Issue number	18
DOIs	https://doi.org/10.1049/el:19710349
Publication status	Published - 9 Sept 1971
Externally published	Yes

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title = "Formulas for multidimensional optimal linear filtering in white noise",

abstract = "The multidimensional linear-filtering problem for a signal in white noise is considered, and formulas are given for optimum causal and noncausal filters and the associated errors.",

keywords = "Filtering and prediction theory, White noise",

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year = "1971",

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JO - Electronics Letters

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ER -

Formulas for multidimensional optimal linear filtering in white noise

Abstract

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