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Formulas for multidimensional optimal linear filtering in white noise

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Date

1971-09-09

Authors

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

Journal Title

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Research Projects

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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

Keywords

Filtering and prediction theory, White noise

Citation

URI

https://hdl.handle.net/1885/733803165

Collections

ANU Research Publications

Source

Electronics Letters

Type

Journal article

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Entity type

Publication

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DOI

10.1049/el:19710349

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