A General Theory of Linear Prediction and Filtering
Julius S. Bendat · Journal of the Society for Industrial and Applied Mathematics · 1956
Next article A General Theory of Linear Prediction and FilteringJulius BendatJulius Bendathttps://doi.org/10.1137/0104008PDFPDF PLUSBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] J. S. Bendat, Optimum time-variable filtering for nonstationary random processes, Report, NAI-54–771, Northrop Aircraft, Inc., 1954, December Google Scholar[2] H. W. Bode and , C. E. Shannon, A simplified derivation of linear least square smoothing and prediction theory, Proc. I.R.E., 38 (1950), 417–425 MR0034979 CrossrefISIGoogle Scholar[3] R. C. Booton, An optimization theory for time-varying linear systems with nonstationary statistical inputs, Meteor Report, 72, MIT, 1951, July, Proc. I.R.E., 40 (1952), pp. 977–981. Google Scholar[4] R. C. Davis, On the theory of prediction of nonstationary stochastic processes, J. Appl. Phys., 23 (1952), 1047–1053 10.1063/1.1702343 MR0050214 0048.36202 CrossrefISIGoogle Scholar[5] C. L. Dolph and , M. A. Woodbury, On the relation between Green's functions and covariances of certain stochastic processes and its application to unbiased linear prediction, Trans. Amer. Math. Soc., 72 (1952), 519–550 MR0050215 0048.11202 ISIGoogle Scholar[6] H. M. James, , N. B. Nichols and , R. S. Phillips, Theory of Servomechanisms, Massachusetts Institute of Technology, Radiation Laboratory Series, vol. 25, McGraw-Hill Book Company, Inc., New York and London, 1947xiv+375 MR0033936 Google Scholar[7] A. H. Koschmann, Time-varying filters for nonstationary signals on a finite interval, presented at I.R.E. meeting, Proc. I.R.E., Vol. 43, 1955, 370–, (abstract only) Google Scholar[8] D. O. North, Analysis of the factors which determine signal/noise discrimination in radar, Report, PTR-6C, R.C.A. Laboratory, 1943, June Google Scholar[9] Norbert Wiener, Extrapolation, Interpolation, and Smoothing of Stationary Time Series. With Engineering Applications, The Technology Press of the Massachusetts Institute of Technology, Cambridge, Mass, 1949ix+163, NDRC Report, Cambridge, 1942 MR0031213 0036.09705 CrossrefGoogle Scholar[10] Lotfi A. Zadeh and , John R. Ragazzini, An extension of Wiener's theory of prediction, J. Appl. Phys., 21 (1950), 645–655 10.1063/1.1699725 MR0038052 CrossrefISIGoogle Scholar[11] L. Zadeh and , J. Ragazzini, Optimum filters for the detection of signals in noise, Proc. I.R.E., 40 (1952), 1223–1231 CrossrefISIGoogle Scholar[12] L. A. Zadeh, Optimum nonlinear filters, J. Appl. Phys., 24 (1953), 396–404 10.1063/1.1721293 MR0058451 CrossrefISIGoogle Scholar Next article FiguresRelatedReferencesCited ByDetails Integral Equations, Biorthonormal Expansions, and NoiseRoy LeipnikJournal of the Society for Industrial and Applied Mathematics, Vol. 7, No. 1 | 10 July 2006AbstractPDF (1853 KB) Volume 4, Issue 3| 1956Journal of the Society for Industrial and Applied Mathematics131-205 History Submitted:09 May 1955Published online:10 July 2006 InformationCopyright © 1956 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0104008Article page range:pp. 131-151ISSN (print):0368-4245ISSN (online):2168-3484Publisher:Society for Industrial and Applied Mathematics