ON MINIMUM-MEAN-SQUARED ERROR NONLINEAR FILTERING.

Abstract

The study is concerned with the minimum-mean-squared error (MMSE) nonlinear filtering of signals in additive noise. Methods of analysis, representation, and classification of non-linear systems are treated. Integral representations and their applicability to random inputs and MMSE filtering are emphasized. The general MMSE nonlinear filtering problem is discussed briefly; the restriction of the filter to general classes of systems or input processes is considered. Usually the general solutions to the problem are difficult and in many cases are impractical; therefore restriction to special classes of systems and special classes of input processes is investigated. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1966
Accession Number
AD0645744

Entities

People

  • A. H. Haddad
  • J. B. Thomas

Organizations

  • Princeton University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Classification
  • Filters
  • Filtration
  • Linear Systems

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis