论文信息 - A causal optimal filter of the second degree

A causal optimal filter of the second degree

We provide a non-linear optimal physically realizable filter which guarantees a smaller associated error than those of the known linear optimal filters proposed in [1] and [2]. The technique is based on the best approximation of a stochastic signal by a specific non-linear operator formed from lower triangular matrices.

Anatoli Torokhti | Phil Howlett | C. E. M. Pearce

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