Optimal differentiation based on stochastic signal models
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Publication:3352902
DOI10.1109/78.80817zbMath0728.93003OpenAlexW2134961767MaRDI QIDQ3352902
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
Wiener filtercontinuous- time stochastic signal modeldiscrete-time ARMA modelmeasured time seriesnoise-corrupted discrete-time measurements
Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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