Minimal Variance of Errors in Two-Channel Time-Varying Filtering

  • Authors:

  • M. P. Ivanov;V. V. Kashinov

  • Affiliations:

  • St. Petersburg State University, St. Petersburg, Russia;St. Petersburg State University, St. Petersburg, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2001

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Abstract

Optimization of two filters under linear addition of output signals from filters, whose inputs are fed with identical time-varying signals, and time-varying disturbances is investigated. The minimal error variance is determined.