Filtering, smoothing, and prediction using a control-loop spectral factorization method for coloured noise

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aut.researcherMoir, Tom
dc.contributor.authorMoir, T
dc.date.accessioned2012-02-27T19:11:07Z
dc.date.accessioned2012-02-27T19:11:19Z
dc.date.available2012-02-27T19:11:07Z
dc.date.available2012-02-27T19:11:19Z
dc.date.copyright2012
dc.date.issued2012
dc.description.abstractA method for the linear least-squares estimation of random signals contaminated with random noise is shown that uses a new method of spectral factorization. It is shown that the optimal filter can be written entirely in terms of the two spectral factors of signal plus noise and noise-alone, and can be applied to the general case of coloured and white additive noise. The method of spectral factorization used is novel and uses control-system methodology.
dc.identifier.citationInternational Journal of Adaptive Control and Signal Processing. (2012) Published online in Wiley Online Library (wileyonlinelibrary.com). DOI: 10.1002/acs.2285
dc.identifier.doi10.1002/acs.2285
dc.identifier.urihttps://hdl.handle.net/10292/3443
dc.publisherJohn Wiley & Sons
dc.relation.replaceshttp://hdl.handle.net/10292/3442
dc.relation.replaces10292/3442
dc.rightsCopyright © 2012 John Wiley & Sons. All rights reserved. Authors retain the right to place his/her pre-publication version of the work on a personal website or institutional repository. This article may not exactly replicate the final version published in (please see citation) as it is not a copy of this record. An electronic version of this article can be found online at: (Please see Publisher’s Version)
dc.rights.accessrightsOpenAccess
dc.subjectSpectral factorization
dc.subjectSmoothing
dc.subjectPrediction
dc.subjectColoured noise
dc.titleFiltering, smoothing, and prediction using a control-loop spectral factorization method for coloured noise
dc.typeJournal Article
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pubs.organisational-data/AUT/PBRF Researchers/Design & Creative Technologies PBRF Researchers/DCT Eng Electrical & Electronic
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