Diophantine solution of Wiener's problem

MaRDI QIDQ677350zbMATH OpenFDO

Authors L. N. Volgin

Publication date 21 April 1997

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

diophantine polynomial equationsfilterWiener's problem

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Filtering in stochastic control theory (93E11)

Review text

The author shows how Wiener's problem can be reduced to the solution of a triad of Diophantine polynomial equations. It is also shown that the optimal Wiener filter does not exist if the signal-to-noise ratio is below a certain threshold. In the appendix, elements of Diophantine polynomial equations are presented.

Recommendations

• Single versus double diophantine equation debate: comments on ‘A polynomial approach to Wiener filtering’
• Polynomial approach to Wiener filtering
• Simpler Polynomial Solutions in Control and Filtering
• A unified approach to optimal estimation using diophantine equations
• Polynomial systems approach to optimal linear filtering and prediction

Cited in

(3)

• Polynomial approach to Wiener filtering
• Single versus double diophantine equation debate: comments on ‘A polynomial approach to Wiener filtering’
• Solving 2-d wiener filtering problem using the block cholesky decomposition

This page was built for publication: Diophantine solution of Wiener's problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q677350)