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