Benutzer: Gast  Login
Titel:

On Causal Estimation From Bandlimited Stationary Sequences

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
V. Pohl
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...     »
Zeitschriftentitel:
IEEE Transactions in Information Theory
Jahr:
2011
Jahr / Monat:
2011-08
Monat:
Aug
Heft / Issue:
vol. 57, no. 8
Seitenangaben Beitrag:
5436-5443
Reviewed:
ja
Sprache:
en
Semester:
SS 11
TUM Einrichtung:
Lehrstuhl für Theoretische Informationstechnik
Format:
Text
Eingabe:
10.08.2011
 BibTeX