WIDE-SENSE MARKOFF SEQUENCES AND RECURSIVE FILTERING,

Abstract

In the introductory section of the paper, the orthogonality principle for random variables is stated and proved. This principle is the basis of all linear mean square estimations. In the second section, a number of basic properties of wide-sense Markoff sequences is given. It is finally shown that recursive filtering is an immediate consequence of the orthogonality principle. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 25, 1964
Accession Number
AD0604041

Entities

People

  • A. Papoulis

Organizations

  • New York University Tandon School of Engineering

Tags

DTIC Thesaurus Topics

  • Filtration
  • Orthogonality
  • Random Variables
  • Sequences

Readers

  • Business Analytics
  • Image Processing and Computer Vision.
  • Operations Research