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Abstract:
The study is concerned with the minimum-mean-squared error (MMSE) nonlinear filtering of signals in additive noise. Methods of analysis, representation, and classification of non-linear systems are treated. Integral representations and their applicability to random inputs and MMSE filtering are emphasized. The general MMSE nonlinear filtering problem is discussed briefly; the restriction of the filter to general classes of systems or input processes is considered. Usually the general solutions to the problem are difficult and in many cases are impractical; therefore restriction to special classes of systems and special classes of input processes is investigated. (Author)
| Description: |
Technical rept. |
| Pages: |
158 |
| Report Date: |
AUG 1966 |
| Contract Number: |
D, DA31124AROD292, NSFGP1647 |
| Report Number: |
0447546 |
Report Unavailable |
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