Polynomial approach to Wiener filtering
- 1 March 1988
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 47 (3) , 681-696
- https://doi.org/10.1080/00207178808906046
Abstract
A rigorous derivation is given of the polynomial method for finding Wiener filters in both discrete-time and continuous-time. In each case the method involves one spectral factorization and the solution of one diophantine equation. The theory is applicable in multivariable situations but simple scalar examples are included here to compare the polynomial approach with the basic Wiener method.Keywords
This publication has 3 references indexed in Scilit:
- Simpler Polynomial Solutions in Control and FilteringIMA Journal of Mathematical Control and Information, 1986
- Polynomial systems approach to optimal linear filtering and predictionInternational Journal of Control, 1985
- Extrapolation, Interpolation, and Smoothing of Stationary Time SeriesPublished by MIT Press ,1949