A generalization of Weiner optimum filtering and prediction
This work generalizes the Wiener-Kolmogorov theory of optimum linear filtering and prediction of stationary random inputs. It is assumed that signal and noise have passed through a random device before being available for filtering and prediction. A random device is a unit whose behavior depends on...
Internet
https://thesis.library.caltech.edu/2828/1/Beutler_fj_1957.pdfBeutler, Fredrick Joseph (1957) A generalization of Weiner optimum filtering and prediction. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/D8FV-4255. https://resolver.caltech.edu/CaltechETD:etd-07082004-135353 <https://resolver.caltech.edu/CaltechETD:etd-07082004-135353>