Issue No. 05 - May (1977 vol. 26)
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.
Filtering, lower triangular transforms, Markovian models, Markov sequences, Wiener filtering.
A. Habibi, "Fast Suboptimal Wiener Filtering of Markov Sequences", IEEE Transactions on Computers, vol. 26, no. , pp. 443-449, May 1977, doi:10.1109/TC.1977.1674861