TY - JFULL
AU - Anatoli Torokhti and Phil Howlett
PY - 2009/7/
TI - Generic Filtering of Infinite Sets of Stochastic Signals
T2 - International Journal of Mathematical and Computational Sciences
SP - 426
EP - 439
VL - 3
SN - 1307-6892
UR - https://publications.waset.org/pdf/2205
PU - World Academy of Science, Engineering and Technology
NX - Open Science Index 30, 2009
N2 - A theory for optimal filtering of infinite sets of random
signals is presented. There are several new distinctive features of the
proposed approach. First, a single optimal filter for processing any
signal from a given infinite signal set is provided. Second, the filter is
presented in the special form of a sum with p terms where each term
is represented as a combination of three operations. Each operation
is a special stage of the filtering aimed at facilitating the associated
numerical work. Third, an iterative scheme is implemented into the
filter structure to provide an improvement in the filter performance at
each step of the scheme. The final step of the scheme concerns signal
compression and decompression. This step is based on the solution of
a new rank-constrained matrix approximation problem. The solution
to the matrix problem is described in this paper. A rigorous error
analysis is given for the new filter.
ER -