Optimal Filtering Problems
A. Ahlen, Mikael Sternad · Institution of Engineering and Technology eBooks · 1993
This chapter discusses the power and utility of the polynomial approach in the area of signal processing and communications. Minimisation of mean-square error criteria by linear filters will be considered. We shall focus on the optimisation of realisable discrete-time IIR-filters, to be used for prediction, filtering or smoothing of signals. Stochastic models of possibly complex valued signals are assumed known.