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- W2112451021 abstract "The paper concerns the optimal linear filtering of stochastic signals associated with the notion of piecewise constant memory. The filter should satisfy a specialized criterion formulated in terms of a so called lower stepped matrix A. To satisfy the special structure of the filter, we propose a new technique based on a block-partition of the lower stepped part of matrix A into lower triangular and rectangular blocks, L i j and R i j with i = 1, …, l; j = 1, …, s i where l and si are given. We show that the original error minimization problem in terms of the matrix A is reduced to l individual error minimization problems in terms of blocks L i j and R i j . The solution to each problem is provided and a representation of the associated error is given." @default.
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- W2112451021 date "2006-09-01" @default.
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- W2112451021 title "Optimal linear filtering with piecewise-constant memory" @default.
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