STATE SPACE DESCRIPTIONS OF INVERSE AND WHITENING FILTERS

Abstract

Problem is considered of determining inverse system SI mapping y(. ) into u(. ) when given single-input, single- output system S mapping inputs u(. ) into outputs y(. ); problem arising in many situations of statistical communication theory is examined in which given covariance R(t,tau), one has to determine system Sw (whitening filter) such that if input to SW has covariance R(t,tau), output has covariance delta(t-tau). Show more