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
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2003年 / 42卷 / 03期
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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