Corpus ID: 8007786

Optimal linear filtering with piecewise-constant memory

  title={Optimal linear filtering with piecewise-constant memory},
  author={A. Torokhti and P. Howlett},
  journal={2006 14th European Signal Processing Conference},
  • A. Torokhti, P. Howlett
  • Published 2006
  • Mathematics, Computer Science
  • 2006 14th European Signal Processing Conference
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, Lij and Rij with i = 1, ..., l; j = 1, ..., si where l and si are given. We… Expand


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