Stochastic Wiener filter in the white noise space
In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper generalization to the Wiener filter over a suitable space o...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AGH Univeristy of Science and Technology Press
2020-04-01
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| Series: | Opuscula Mathematica |
| Subjects: | |
| Online Access: | https://www.opuscula.agh.edu.pl/vol40/3/art/opuscula_math_4017.pdf |