Lagging Filtering and Progressive Interpolation†
作者:
A.P. ROBERTS,
期刊:
International Journal of Control
(Taylor Available online 1967)
卷期:
Volume 6,
issue 5
页码: 461-479
ISSN:0020-7179
年代: 1967
DOI:10.1080/00207176708921819
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Mediteh (1967) has solved the problems of lagging filtering and progressive interpolation in discrete-time when message and noise are independent. His results are now extended to continuous-time. A solution is also found for progressive interpolation in both discrete and continuous-time when message and noise are correlated. The latter is used to find the progressive interpolator when the noise is coloured instead of white. The error covariance is examined in all of these cases.
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