ISSN:
1433-0490
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
Abstract Let {U 1 ,⋯,Un} denote stochastic processes with imbedded signals {u 1 ,⋯,un} respectively. A mapT is said to extract {u 1,⋯,un} without distortion provided $$\xi _i = Tu_i , i = 1,...,n$$ whereξ i , i = 1,⋯,n are chosen apriori. The mapT is said to be optimal whenever it minimizes $$J(T) = E\sum\limits_i {||\Xi _\iota - TU_i ||^2 } $$ whereΞ i , i = i,⋯,n are suitable stochastic processes. The mapT is called an optimal distortion free signal extractor if it also is causal. This paper analyses polynomic optimal distortion free signal extractors.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01744298
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