{"title":"Optimal Filtering Problems","authors":"A. Ahlén, M. Sternad","doi":"10.1049/PBCE049E_CH5","DOIUrl":null,"url":null,"abstract":"This chapter discusses the power and utility of the polynomial approach in the area of signal processing and communications. Minimisation of mean-square error criteria by linear filters will be considered. We shall focus on the optimisation of realisable discrete-time IIR-filters, to be used for prediction, filtering or smoothing of signals. Stochastic models of possibly complex valued signals are assumed known.","PeriodicalId":290911,"journal":{"name":"IEE control engineering series","volume":"17 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEE control engineering series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1049/PBCE049E_CH5","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 7
Abstract
This chapter discusses the power and utility of the polynomial approach in the area of signal processing and communications. Minimisation of mean-square error criteria by linear filters will be considered. We shall focus on the optimisation of realisable discrete-time IIR-filters, to be used for prediction, filtering or smoothing of signals. Stochastic models of possibly complex valued signals are assumed known.