This Article 
   
 Share 
   
 Bibliographic References 
   
 Add to: 
 
Digg
Furl
Spurl
Blink
Simpy
Google
Del.icio.us
Y!MyWeb
 
 Search 
   
Fast Suboptimal Wiener Filtering of Markov Sequences
May 1977 (vol. 26 no. 5)
pp. 443-449
A. Habibi, TRW Corporation
Computational aspects of Wiener filtering of discrete Markov sequences are studied. It is shown that using lower triangular transformation, an extremely efficient suboptimal Wiener filter can be designed. The performance of the suboptimal filter for a first-, second-, and third-order Markov sequence is evaluated and is compared to the performance of the Wiener filter for these sequences.
Index Terms:
Filtering, lower triangular transforms, Markovian models, Markov sequences, Wiener filtering.
Citation:
A. Habibi, "Fast Suboptimal Wiener Filtering of Markov Sequences," IEEE Transactions on Computers, vol. 26, no. 5, pp. 443-449, May 1977, doi:10.1109/TC.1977.1674861
Usage of this product signifies your acceptance of the Terms of Use.