Realizable whitening filters and state-variable realizations
Lyle D. Collins · Proceedings of the IEEE · 1968
This letter discusses the whitening-filter approach to the detection of known signals in colored Gaussian noise when there is a residual white noise component present. The existence of a realizable (i.e., nonanticipatory) whitening filter is demonstrated and the form of the processor is explicitly given in terms of the Kalman-Bucy filter.