Decrease in Computational Load and Increase in Accuracy for Filtering of Random Signals

This paper describes methods for optimal filtering of random signals that involve large matrices. We developed a procedure that allows us to significantly decrease the computational load associated with numerically implementing the associated filter and increase its accuracy. The procedure is based...

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Bibliographic Details
Main Authors: Phil Howlett, Anatoli Torokhti, Pablo Soto-Quiros
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/12/1945
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