On sub-ideal causal smoothing filters
Optimization and Control
2011-08-30 v3 Systems and Control
Classical Analysis and ODEs
Spectral Theory
Abstract
Smoothing causal linear time-invariant filters are studied for continuous time processes. The paper suggests a family of causal filters with almost exponential damping of the energy on the higher frequencies. These filters are sub-ideal meaning that a faster decay of the frequency response would lead to the loss of causality.
Keywords
Cite
@article{arxiv.1012.5883,
title = {On sub-ideal causal smoothing filters},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:1012.5883},
year = {2011}
}