IEEE - Institute of Electrical and Electronics Engineers, Inc. - Optimal filtering of discrete-time linear stationary processes under high signal-to-noise ratio conditions

Author(s): B. Priel ; U. Shaked
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 February 1985
Volume: 30
Page(s): 170 - 172
ISSN (Paper): 0018-9286
ISSN (Online): 1558-2523
DOI: 10.1109/TAC.1985.1103910
Regular:

Expressions in closed form are obtained for the minimum error covariance matrix of the a priori filtered estimate of a discrete-time stationary process under high signal-to-noise ratio (SNR)... View More

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