Non-mean-square error criteria

Non-mean-square error criteria

While in the engineering literature non-mean-square error criteria for predictors are often presented as physically significant and then shunted aside because of mathematical unmanageability, it is shown here that ia the case of Gaussian processes all such criteria given ia three recent textbooks yi...

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Bibliographische Detailangaben
Veröffentlicht in:I.R.E. transactions on information theory 1958-09, Vol.4 (3), p.125-126
1. Verfasser: Sherman, S.
Format: Artikel
Sprache:eng
Schlagworte:
Autocorrelation
Cutoff frequency
Error analysis
Feedback control
Filters
Gaussian processes
Linearity
Noise figure
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Beschreibung
Zusammenfassung:While in the engineering literature non-mean-square error criteria for predictors are often presented as physically significant and then shunted aside because of mathematical unmanageability, it is shown here that ia the case of Gaussian processes all such criteria given ia three recent textbooks yield the same predictor as the linear minimum mean-square predictor of Wiener.
ISSN:0096-1000
0018-9448
2168-2712
DOI:10.1109/TIT.1958.1057451