Abstract:
A technique is presented and illustrated for designing fixed or variable networks to filter nonstationary random signals. The technique may be used to select fixed or var...Show MoreMetadata
Abstract:
A technique is presented and illustrated for designing fixed or variable networks to filter nonstationary random signals. The technique may be used to select fixed or varying parameters of a specified linear filter or to determine a suitable filter configuration within the bounds of some constraint. Inasmuch as the ensemble mean-squared error (M.S.E.) is not an effective error criterion for this purpose, the integral of the weighted M.S.E.,Ie, is used. Necessary and sufficient conditions are determined for minimization ofIeby filters with some rather general constraints, and three examples of the solution for these filters are given.
Published in: IEEE Transactions on Information Theory ( Volume: 9, Issue: 4, October 1963)