Elliott, S.J. (2002) Optimal filters. In, Braun, Simon G., Ewins, David J. and Rao, Singiresu S. (eds.) Encyclopedia of vibration. London. Academic Press, pp. 977-982. (doi:10.1006/rwvb.2001.0068).
Abstract
Nomenclature
A
Hessian matrix
c
scalar constant
d(n)
desired signal
e(n)
error signal
E
expectation operator
U(m)
Discrete step function
v(n)
white-noise signal
x(n)
reference signal
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