On 18 Oct 2003 13:48:04 -0700, [EMAIL PROTECTED] (psu) wrote: > Can it not be argued that if the noise structure is 'well known', for > example, we know for a fact that the noise is an uncorrelated white > noise process,
It seems to me that there *could* be a big jump between being "well known" and (a) being uncorrelated, or (b) having a mean of zero. > then the 'optimal' filter for this particular signal > embedded in such a noise is simply the expectation of the process at any > time t? > > i.e., > > If we assume that Observations = Signal + Noise > > we can take expectations to obtain: > > E(obs) = E(sig) + E(noise) > > since E(noise) = 0 > > E(obs) = E(sig) > > So, taking expectations gives us the exact structure of the signal in > this case... > > so, is it reasonable then to say that more advanced filtering methods > are required only when the noise cannot be said to be a simple additive > white noise process, such as produced from measurement uncertainty? Similarly, it seems that there could be dozens of modes of departure from "simple additive white noise" (with mean zero).... That's just my comment on the loose questions. I have nothing to say about these answers. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html "Taxes are the price we pay for civilization." . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
