On the derivation of a suboptimal filter for signal estimation 1
نویسندگان
چکیده
A suboptimal filter to estimate a signal corrupted by a white noise, derived from the approximative Karhunen-Lo6ve expansion of the signal, is given. The convergence of the suboptimal filter is showed and a bound on the truncation error is found.
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تاریخ انتشار 1994