Tekijä: Joachim Becker; Christian Gröne; Michael Jütte; Monika Pohlmann; Volker Wiechern Kustantaja: Volk u. Wissen Vlg GmbH (2013) Saatavuus: Ei tiedossa
Tekijä: Joachim Becker; Christian Gröne; Michael Jütte; Monika Pohlmann; Volker Wiechern Kustantaja: Cornelsen Verlag GmbH (2013) Saatavuus: Noin 7-10 arkipäivää
Tekijä: Joachim Becker; Christian Gröne; Michael Jütte; Monika Pohlmann; Volker Wiechern Kustantaja: Cornelsen Verlag GmbH (2013) Saatavuus: Noin 7-10 arkipäivää
Tekijä: Tilman Schuppius; Ulli Neutzling; Peter Glaab; Volker Pohl; Christopher von Savigny Kustantaja: Schuppius, Tilman Verlag (2018) Saatavuus: Ei tiedossa
Springer Sivumäärä: 241 sivua Asu: Kovakantinen kirja Painos: 2010 Julkaisuvuosi: 2009, 16.10.2009 (lisätietoa) Kieli: Englanti
The requirement of causality in system theory is inevitably accompanied by the appearance of certain mathematical operations, namely the Riesz proj- tion,theHilberttransform,andthespectralfactorizationmapping.Aclassical exampleillustratingthisisthedeterminationoftheso-calledWiener?lter(the linear, minimum means square error estimation ?lter for stationary stochastic sequences [88]). If the ?lter is not required to be causal, the transfer function of the Wiener ?lter is simply given by H(?)=? (?)/? (?),where ? (?) xy xx xx and ? (?) are certain given functions. However, if one requires that the - xy timation ?lter is causal, the transfer function of the optimal ?lter is given by 1 ? (?) xy H(?)= P ,?? (??,?] . + [? ] (?) [? ] (?) xx + xx? Here [? ] and [? ] represent the so called spectral factors of ? ,and xx + xx? xx P is the so called Riesz projection. Thus, compared to the non-causal ?lter, + two additional operations are necessary for the determination of the causal ?lter, namely the spectral factorization mapping ? ? ([? ] ,[? ] ),and xx xx + xx? the Riesz projection P .