VOLTERRA FILTERING AND HIGHER-ORDER WHITENESS

Authors
BONDON P COMBETTES PL PICINBONO B
Citation
P. Bondon et al., VOLTERRA FILTERING AND HIGHER-ORDER WHITENESS, IEEE transactions on signal processing, 43(9), 1995, pp. 2209-2212
Citations number
13
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
43
Issue
9
Year of publication
1995
Pages
2209 - 2212
Database
ISI
SICI code
1053-587X(1995)43:9<2209:VFAHW>2.0.ZU;2-G
Abstract
Some properties of Volterra filtering are established. Finite-order, f inite-horizon Volterra filtering is investigated as well as its asympt otic properties. Next, the concepts of Volterra unpredictability and u ninterpolability lead to generalizations of the notion of white noise to higher orders. These generalizations are introduced and relations a re established between them.