A unified approach to optimal estimation using diophantine equations
H.S. Dabis, Tom James Moir · International Journal of Control · 1993
A simple and unified solution to the problem of estimating a signal corrupted by coloured as well as white measurement noise is presented. The approach requires the solution of a single diophantine equation. The unified formulation applies to the filtering, smoothing and prediction problems. A practical application of enhancing speech corrupted by noise is investigated.