Realizable Wiener filtering in two dimensions

DOI10.1109/TASSP.1982.1163844MaRDI QIDQ3685905zbMATH OpenOpenAlexFDO

Authors M. P. Ekstrom

Publication date 1982

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tassp.1982.1163844

zbMATH Keywords

predictionsmoothingWiener filteringtwo-dimensional settingdiscrete Wiener-Hopf equationerror expressionsextension of Wiener's classical mean-square estimation theoryoptimal realizable filterspectral factorization procedure

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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