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Paper data
A Causal Optimal Filter of the Second Degree

Torokhti Anatoli, University of South Australia and Adelaide University
Howlett Phil, University of South Australia
Pearce Charles, Adelaide University

Page numbers in the proceedings:
Volume II pp 599-602

Filter Design / Fast Algorithms

Paper abstract
We provide a non-linear optimal physically realizable filter which guarantees a smaller associated error than those of the known linear optimal filters proposed Bode and Shannon, and Ruzhansky and Fomin. The technique presented here has potential applications to numerous areas in signal processing including, for example, filtering, blind channel equalization, feature selection and classification in pattern recognition, target detection, etc. The technique is based on the best approximation of a stochastic signal by a specific non-linear operator acting on the noisy observed data.

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