Linear filter theory
Abstract
The linear least squares estimating theory for statistical signal processing is discussed. Concepts of system theory necessary for filter derivations, e.g., impulse response, convolution integrals, state equations, and spectral factorization are considered. Signal estimating with Wiener and Kalman filters and an optimal filter variant, i.e., adaptive noise cancelling is described.
- Publication:
-
NASA STI/Recon Technical Report N
- Pub Date:
- December 1985
- Bibcode:
- 1985STIN...8631811B
- Keywords:
-
- Adaptive Filters;
- Kalman Filters;
- Signal Processing;
- Wiener Filtering;
- Least Squares Method;
- Linear Prediction;
- Noise Reduction;
- Stochastic Processes;
- Electronics and Electrical Engineering