A solution to the linear estimation problem with correlated signal and noise.
Rosa M. Fernández-AlcaláJesús Navarro-MorenoJuan Carlos Ruiz-MolinaPublished in: Signal Process. (2004)
Keyphrases
- random noise
- additive noise
- closed form
- estimation error
- signal subspace
- signal processing
- quadratic programming
- closed form solutions
- optimal solution
- linear filters
- missing data
- noise sensitivity
- median filter
- low snr
- frequency domain
- non stationary
- nonlinear filters
- autocorrelation function
- signal detection
- statistically independent
- low signal to noise ratio
- low frequency
- image processing
- linear systems
- wide band
- signal reconstruction
- spatial filters
- angular velocity
- wiener filter
- original signal
- maximum likelihood
- power spectrum
- noise model
- noisy data
- noise reduction