Parameter estimation and spectral analysis of the discrete nonlinear second-order Wiener filter (NSWF)

DOI10.1007/BF01183239MaRDI QIDQ2277228zbMATH OpenOpenAlexFDO

Authors S. A. Alshebeili, A. N. Venetsanopoulos

Publication date 1991

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01183239

zbMATH Keywords

Gaussian white noisesecond order Wiener filterspectral densities

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Review text

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.

Recommendations

• scientific article; zbMATH DE number 3978960
• scientific article; zbMATH DE number 647686
• Formulation and implementation of the non-stationary evolutionary Wiener filtering
• scientific article; zbMATH DE number 4042962
• SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA

Cites work

• Adaptive Equalization of Channel Nonlinearities in QAM Data Transmission Systems
• scientific article; zbMATH DE number 3790273 (Why is no real title available?)
• scientific article; zbMATH DE number 3315776 (Why is no real title available?)
• scientific article; zbMATH DE number 3195732 (Why is no real title available?)
• Performance of Multilevel Baseband Digital Systems in a Nonlinear Environment
• Stochastic functional fourier series, Volterra series, and nonlinear systems analysis

Cited in

(2)

• Formulation and implementation of the non-stationary evolutionary Wiener filtering
• scientific article; zbMATH DE number 4042962 (Why is no real title available?)

This page was built for publication: Parameter estimation and spectral analysis of the discrete nonlinear second-order Wiener filter (NSWF)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2277228)