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On the derivation of a suboptimal filter for signal estimation

Author

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  • Ruiz-Molina, Juan Carlos
  • Valderrama, Mariano J.

Abstract

A suboptimal filter to estimate a signal corrupted by a white noise, derived from the approximative Karhunen-Loeve expansion of the signal, is given. The convergence of the suboptimal filter is showed and a bound on the truncation error is found.

Suggested Citation

  • Ruiz-Molina, Juan Carlos & Valderrama, Mariano J., 1996. "On the derivation of a suboptimal filter for signal estimation," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 239-243, July.
  • Handle: RePEc:eee:stapro:v:28:y:1996:i:3:p:239-243
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    Cited by:

    1. Ruiz-Molina, Juan Carlos & Navarro, Jesús & Valderrama, J. Mariano, 1999. "Differentiation of the modified approximative Karhunen-Loeve expansion of a stochastic process," Statistics & Probability Letters, Elsevier, vol. 42(1), pages 91-98, March.

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