Improved frequency selective filters

被引:11
|
作者
Pollock, DSG [1 ]
机构
[1] Univ London, Queen Mary Coll, Dept Econ, London E1 4NS, England
关键词
signal extraction; linear filtering; filter design; trend estimation; frequency-domain analysis;
D O I
10.1016/S0167-9473(02)00228-1
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
An account is, given of some techniques for designing recursive frequency-selective filters which can. be applied to data sequences of limited duration. which may be nonstationary. The designs are based on the Wiener-Kolmogorov theory of signal extraction which employs a statistical model of the processes generating the data. The statistical model may be regarded as an heuristic device which is designed with a view to ensuring that the resulting signal-extraction filters have certain preconceived properties. (C) 2002 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:279 / 297
页数:19
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