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Title:

On Causal Estimation From Bandlimited Stationary Sequences

Document type:
Zeitschriftenaufsatz
Author(s):
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...     »
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
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