Iterative Schur complement and multistage Wiener filtering

DOI10.1137/090752389zbMATH Open1209.60026OpenAlexW2088484496MaRDI QIDQ3053145FDOQ3053145

Authors: Yariv Ephraim, Michael Tinston 

Publication date: 4 November 2010

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090752389

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zbMATH Keywords

Schur complementWiener-Hopf equationWiener filtermultistage linear minimum mean square error estimatorreduced rank filter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (5)

• Kriging filters for multidimensional signal processing
• Title not available (Why is that?)
• Numerically stable method of signal subspace estimation based on multistage Wiener filter
• Factorization algorithms and non‐stationary wiener filtering
• Main flattening directions and quadtree decomposition for multi-way Wiener filtering

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