Formulas for multidimensional optimal linear filtering in white noise

9 September 1971

journal article
Published by Institution of Engineering and Technology (IET) in Electronics Letters

Vol. 7 (18) , 515-516
https://doi.org/10.1049/el:19710349

Abstract

The multidimensional linear-filtering problem for a signal in white noise is considered, and formulas are given for optimum causal and noncausal filters and the associated errors.

Keywords

OPTIMAL FILTER
SAMPLING
INVERSE LAPLACE TRANSFORM
WHITE NOISE
MULTIDIMENSIONAL OPTIMAL LINEAR FILTERING
SMOOTHING
FILTERING AND PREDICTION THEORY
DISCRETE TIME PROBLEM
INFORMATION THEORY
M DIMENSIONAL SIGNAL PROCESS

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