@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.