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| Title | Filters for reconstruction of higher order moments |
| Publication Type | Conference Paper |
| Year of Publication | 1997 |
| Authors | Krishnamurthy, V., and J. Evans |
| Conference Name | Digital Signal Processing Proceedings, 1997. DSP 97., 1997 13th International Conference on |
| Pagination | 153 -156 vol.1 |
| Date Published | jul. |
| Keywords | autoregressive processes, doubly stochastic AR models, filtering theory, finite dimensional filters, Gaussian processes, higher order moments reconstruction, higher order statistics, Kalman filter, Kalman filters, linear Gaussian process, linear Gaussian systems, linear systems, nonlinear function, parameter estimation, random AR parameter, recursive algorithm, recursive filters, signal reconstruction |
| Abstract | We derive finite dimensional filters for the running sums of higher order moments of linear Gaussian systems. We also give filters for doubly stochastic AR models where the random AR parameter varies as a nonlinear function of a linear Gaussian process |
| URL | http://dx.doi.org/10.1109/ICDSP.1997.628000 |
| DOI | 10.1109/ICDSP.1997.628000 |