Constrained Wiener filtering (Corresp.)

DOI10.1109/TIT.1987.1057267MaRDI QIDQ3030715zbMATH OpenOpenAlexFDO

Authors Bernard Picinbono, Michel Bouvet

Publication date 1987

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1987.1057267

zbMATH Keywords

causalityconstrained prediction filtersimpulse response of the constrained filterWiener filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Communication theory (94A05)

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