{"title":"最优滤波问题","authors":"A. Ahlén, M. Sternad","doi":"10.1049/PBCE049E_CH5","DOIUrl":null,"url":null,"abstract":"This chapter discusses the power and utility of the polynomial approach in the area of signal processing and communications. Minimisation of mean-square error criteria by linear filters will be considered. We shall focus on the optimisation of realisable discrete-time IIR-filters, to be used for prediction, filtering or smoothing of signals. Stochastic models of possibly complex valued signals are assumed known.","PeriodicalId":290911,"journal":{"name":"IEE control engineering series","volume":"17 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"Optimal Filtering Problems\",\"authors\":\"A. Ahlén, M. Sternad\",\"doi\":\"10.1049/PBCE049E_CH5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This chapter discusses the power and utility of the polynomial approach in the area of signal processing and communications. Minimisation of mean-square error criteria by linear filters will be considered. We shall focus on the optimisation of realisable discrete-time IIR-filters, to be used for prediction, filtering or smoothing of signals. Stochastic models of possibly complex valued signals are assumed known.\",\"PeriodicalId\":290911,\"journal\":{\"name\":\"IEE control engineering series\",\"volume\":\"17 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IEE control engineering series\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1049/PBCE049E_CH5\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEE control engineering series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1049/PBCE049E_CH5","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This chapter discusses the power and utility of the polynomial approach in the area of signal processing and communications. Minimisation of mean-square error criteria by linear filters will be considered. We shall focus on the optimisation of realisable discrete-time IIR-filters, to be used for prediction, filtering or smoothing of signals. Stochastic models of possibly complex valued signals are assumed known.