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On sub-ideal causal smoothing filters
Authors:Nikolai Dokuchaev
Affiliation:Department of Mathematics & Statistics, Curtin University, GPO Box U1987, Perth, 6845 Western Australia, Australia
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:LTI filters  Smoothing filters  Causal filters  Sub-ideal filters  Hardy spaces
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