Formulas for multidimensional optimal linear filtering in white noise

Authors

Anderson, B. D.O.
Moore, J. B.

Journal Title

Journal ISSN

Volume Title

Publisher

Access Statement

Research Projects

Organizational Units

Journal Issue

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.

Description

Citation

Source

Electronics Letters

Book Title

Entity type

Publication

Access Statement

License Rights

Restricted until