Filtering and compression for infinite sets of stochastic signals
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Cites work
- Applications of functional analysis and operator theory
- Computational methods for modelling of nonlinear systems
- Generalized Rank-Constrained Matrix Approximations
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- Method of recurrent best estimators of second degree for optimal filtering of random signals
- Optimal fixed rank transform of the second degree
Cited in
(7)- Data compression under constraints of causality and variable finite memory
- Estimation of large sets of stochastic signals: the case of sparse sampling
- Optimal fixed rank transform of the second degree
- Operator Approximation for Processing of Large Random Data Sets
- Optimal compaction gain by eigenvalue minimization.
- Filtering of infinite sets of stochastic signals: an approach based on interpolation techniques
- Fast random vector transforms in terms of pseudo-inverse within the Wiener filtering paradigm
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