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A derivation of the normal equation in FIR Wiener filters

โœ Scribed by Huang, Y.-D.; Chen, C.-T.


Book ID
117865404
Publisher
IEEE
Year
1989
Weight
204 KB
Volume
37
Category
Article
ISSN
0096-3518

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A discrete time filter is considered where both the observation and signal process have non-linear dynamics with additive Gaussian noise. Using the reference probability framework a convolution type Zakai equation is obtained which updates the unnormalized conditional density. Using first order appr