Abstract
In the previous chapter, we tried to estimate one sample only at a time from the observation signal vector. In this part, we are going to estimate more than one sample at a time. As a result, we now deal with a rectangular filtering matrix instead of a filtering vector. If M is the number of samples to be estimated and L is the length of the observation signal vector, then the size of the filtering matrix is M × L. Also, this approach is more general and all the results from Chap. 2 are particular cases of the results derived in this chapter by just setting M = 1. The signal model is the same as in Sect. 2.1; so we start by explaining the principle of linear filtering with a rectangular matrix.
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Benesty, J., Chen, J. (2011). Single-Channel Noise Reduction with a Rectangular Filtering Matrix. In: Optimal Time-Domain Noise Reduction Filters. SpringerBriefs in Electrical and Computer Engineering(), vol 1. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-19601-0_3
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DOI: https://doi.org/10.1007/978-3-642-19601-0_3
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