Wiener filtration in conditions of random discretization

MaRDI QIDQ677575zbMATH OpenFDO

Authors V. V. Kruglov, A. T. Prokhorenkova

Publication date 4 May 1997

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

zbMATH Keywords

digital Wiener filteringWiener-Hopf equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Sampled-data control/observation systems (93C57) Filtering in stochastic control theory (93E11)

Review text

Digital Wiener filtering of a randomly discretized signal is studied. The presence of a holding device at the output of the digital filter is explicitly considered and a discrete analog of the Wiener-Hopf equation is obtained. Numerical procedures for the derivation of the optimal parameters of the filter are suggested and finally illustrated by examples.

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