Realizable whitening filters and state-variable realizations

1 January 1968

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE

Vol. 56 (1) , 100-101
https://doi.org/10.1109/PROC.1968.6169

Abstract

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.

Keywords

NONLINEAR FILTERS
WHITE NOISE
GAUSSIAN NOISE
INTEGRAL EQUATIONS
SIGNAL DETECTION
DETECTORS
COLORED NOISE
VECTORS
EIGENVALUES AND EIGENFUNCTIONS
FOURIER TRANSFORMS

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