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Document type:
Zeitschriftenaufsatz 
Author(s):
V. Pohl 
Title:
On Causal Estimation From Bandlimited Stationary Sequences 
Abstract:
This paper considers the problem of estimating a stationary sequence ${bf y}$ from the observation of a stationary correlated sequence ${bf x}$ by means of a causal linear filter. Thereby, it is assumed that the spectral density $Phi_{{bf x}}$ of ${bf x}$ vanishes on a subset of the unit circle of positive Lebesgue measure such that the classical derivation of the estimation filter, based on the spectral factorization of $Phi_{{bf x}}$, can not be applied. The paper derives the transfer function...    »
 
Journal title:
IEEE Transactions in Information Theory 
Year:
2011 
Year / month:
2011-08 
Month:
Aug 
Journal issue:
vol. 57, no. 8 
Pages contribution:
5436-5443 
Reviewed:
ja 
Language:
en 
Semester:
SS 11 
TUM Institution:
Lehrstuhl für Theoretische Informationstechnik 
Format:
Text 
Ingested:
10.08.2011