Parameter estimation and spectral analysis of the discrete nonlinear second-order Wiener filter (NSWF) (Q2277228)
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| Language | Label | Description | Also known as |
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| English | Parameter estimation and spectral analysis of the discrete nonlinear second-order Wiener filter (NSWF) |
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Parameter estimation and spectral analysis of the discrete nonlinear second-order Wiener filter (NSWF) (English)
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1991
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Some properties of second order Wiener filter are discussed. It is assumed that the observed stationary process is a nonlinear transformation of a Gaussian white noise. This transformation is a sum of a linear and quadratic form of the input sequence and is characterized by corresponding kernels. The main problem is to identify the kernels. In order to solve this problem authors suggest to use the sequence of the second and third moments of the observed process which are explicitly calculated. Corresponding spectral densities are also given.
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second order Wiener filter
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Gaussian white noise
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spectral densities
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