Single channel separation using linear time varying filters: separability of non-stationary stochastic signals
暂无分享,去创建一个
[1] M. Shinbrot,et al. A generalization of a method for the solution of the integral equation arising in optimization of time-varying linear systems with nonstationary inputs , 1957, IRE Trans. Inf. Theory.
[2] I. Miller. Probability, Random Variables, and Stochastic Processes , 1966 .
[3] Lotfi A. Zadeh,et al. Generalized Ideal Filters , 1952 .
[4] H. W. Bode,et al. A Simplified Derivation of Linear Least Square Smoothing and Prediction Theory , 1950, Proceedings of the IRE.
[5] Lotfi A. Zadeh,et al. On the theory of filtration of signals , 1952 .
[6] Sidney Darlington,et al. Nonstationary smoothing and prediction using network theory concepts , 1959, IRE Trans. Inf. Theory.
[7] Henry D'Angelo,et al. Linear time-varying systems : analysis and synthesis , 1970 .
[8] M. Shinbrot,et al. On the Integral Equation Occurring in Optimization Theory with Nonstationary Inputs , 1957 .
[9] Lotfi A. Zadeh,et al. Solution of an integral equation occurring in the theories of prediction and detection , 1956, IRE Trans. Inf. Theory.
[10] Lotfi A. Zadeh,et al. A general theory of linear signal transmission systems , 1952 .
[11] H. Cramér. On Some Classes of Nonstationary Stochastic Processes , 1961 .
[12] Athanasios Papoulis,et al. Probability, Random Variables and Stochastic Processes , 1965 .
[13] M. B. Priestley,et al. Non-linear and non-stationary time series analysis , 1990 .