Optimal filters which maximize the relation signal/noise in the stationary case (Q1922651)
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English | Optimal filters which maximize the relation signal/noise in the stationary case |
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Optimal filters which maximize the relation signal/noise in the stationary case (English)
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10 December 1996
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Under the assumption that both signals and filters are stationary, the authors consider two classes of admissible filters: stable filters and physically realizable filters. They use an optimality criterion which maximizes the so-called relation signal/noise. The authors give conditions of solvability of the optimization problem and construct optimizing sequences of filters.
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linear optimal filters
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stationary process filtering
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