Polynomial approach to Wiener filtering

DOI10.1080/00207178808906046MaRDI QIDQ3789463zbMATH OpenOpenAlexFDO

Authors A. P. Roberts, Michael M. Newmann

Publication date 1988

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178808906046

zbMATH Keywords

spectral factorizationcontinuous-timediophantine equationpolynomial approachmultivariable Wiener filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Laplace transform (44A10) Discrete-time control/observation systems (93C55) Diophantine equations (11D99) Special integral transforms (Legendre, Hilbert, etc.) (44A15)

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Cited in

(17)

• Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors
• Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators
• Optimal algorithm of the polynomial filter with varied scale
• Polynomial filtering approach to reconstruction and noise reduction of nonuniformly sampled signals.
• Self-tuning weighted fusion Kalman filter for ARMA signal with colored measurement noise and its convergence analysis
• The autoregressive filter problem for multivariable degree one symmetric polynomials
• A new type of transitional filter based on summation of polynomials
• Causal restriction and its generalization for the Wiener filter
• Asymptotics for Szegö polynomials associated with Wiener-Levinson filters
• Diophantine equations in control. -- A survey
• Frequency characteristics of polynomial filters with increased order of astatism
• A two-dimensional polynomial filter
• Polynomial optimization of stochastic discrete-time control for unstable plants
• Wiener-Kolmogorov filtering, frequency-selective filtering, and polynomial regression
• Single versus double diophantine equation debate: comments on ‘A polynomial approach to Wiener filtering’
• Polynomial systems approach to optimal linear filtering and prediction
• scientific article; zbMATH DE number 4020986 (Why is no real title available?)

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