SIGNAL PROCESSING METHOD USING A FINITE-DIMENSIONAL FILTER

摘要

A signal processing method for determining parameters of a linear Gaussian system to remove a Gaussian noise component, comprising processing received data by a finite-dimensional filter to obtain expectation data, processing the expectation data to derive parameter data representative of the parameters. A finite-dimensional filter for processing received data to obtain state data for deriving parameter data of a linear Gaussian system associated with the received data.