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Optimal nonlinear filtering with constraints—Part II |
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| Authors: | JJ Smyczek |
| Institution: | Institute of Principle Electrical Engineering, Technical University of Lodz, 90–924 Lodz, Poland |
| Abstract: | The impulse response of nonlinear systems with bounded memory and energy have been considered. On the base of the minimum mean square error criterion a generalization of the Wiener-Hopf equation is developed. |
| Keywords: | Filtering correlation stochastic processes system identification |
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