Iterative Schur Complement and Multistage Wiener Filtering
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Publication:3053145
DOI10.1137/090752389zbMath1209.60026OpenAlexW2088484496MaRDI QIDQ3053145
Michael Tinston, Yariv Ephraim
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
Schur complementWiener-Hopf equationWiener filtermultistage linear minimum mean square error estimatorreduced rank filter
Estimation in multivariate analysis (62H12) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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