Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems.
Seiichi NakamoriPublished in: Appl. Math. Comput. (2018)
Keyphrases
- finite impulse response
- fir filters
- stochastic systems
- least squares
- filter bank
- filter design
- infinite impulse response
- digital filters
- frequency response
- stochastic models
- impulse response
- perfect reconstruction
- linear algebra
- sample path
- markov chain
- lifting scheme
- low pass filter
- multiresolution
- finite state
- confidence intervals
- nonlinear filters
- wavelet filters
- fast fourier transform
- low pass
- transfer function
- high frequency
- image compression
- signal processing
- wavelet transform
- image processing