A causal optimal filter of the second degree

@article{Torokhti2002ACO,
  title={A causal optimal filter of the second degree},
  author={A. Torokhti and P. Howlett and C. Pearce},
  journal={2002 11th European Signal Processing Conference},
  year={2002},
  pages={1-4}
}
We provide a non-linear optimal physically realizable filter which guarantees a smaller associated error than those of the known linear optimal filters proposed in [1] and [2]. The technique is based on the best approximation of a stochastic signal by a specific non-linear operator formed from lower triangular matrices. 

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