Optimal Filtering of Discrete-Time Linear Stationary Processes Under High Signal-to-Noise Ratio Conditions

B. Priel; U. Shaked

doi:10.1109/TAC.1985.1103910

Optimal Filtering of Discrete-Time Linear Stationary Processes Under High Signal-to-Noise Ratio Conditions

B. Priel
, U. Shaked

School of Electrical Engineering

Tel Aviv University

Research output: Contribution to journal › Article › peer-review

Abstract

Expressions in closed form are obtained for the minimum error covariance matrix of the a priori filtered estimate of a discrete-time.

Original language	English
Pages (from-to)	170-172
Number of pages	3
Journal	IEEE Transactions on Automatic Control
Volume	30
Issue number	2
DOIs	https://doi.org/10.1109/TAC.1985.1103910
State	Published - 1985

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title = "Optimal Filtering of Discrete-Time Linear Stationary Processes Under High Signal-to-Noise Ratio Conditions",

abstract = "Expressions in closed form are obtained for the minimum error covariance matrix of the a priori filtered estimate of a discrete-time.",

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Optimal Filtering of Discrete-Time Linear Stationary Processes Under High Signal-to-Noise Ratio Conditions

Abstract

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