Optimal differentiation based on stochastic signal models

DOI10.1109/78.80817zbMATH Open0728.93003OpenAlexW2134961767MaRDI QIDQ3352902FDOQ3352902

Authors: Bengt Carlsson, Anders Ahlén, Mikael Sternad 

Publication date: 1991

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8e51a26bc940d6f61a02d5cf4dc6f9cbd5768508

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zbMATH Keywords

Wiener filtercontinuous- time stochastic signal modeldiscrete-time ARMA modelmeasured time seriesnoise-corrupted discrete-time measurements

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Data smoothing in stochastic control theory (93E14)

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