Stochastic Wiener Filter in the White Noise Space

Authors

Daniel Alpay, Chapman UniversityFollow
Ariel Pinhas, Ben-Gurion University of the Negev

Document Type

Article

Publication Date

4-4-2020

Abstract

In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper generalization to the Wiener filter over a suitable space of stochastic distributions introduced by Kondratiev. The main idea throughout this paper is to use the nuclearity of this space in order to view the random variables as bounded multiplication operators (with respect to the Wick product) between Hilbert spaces of stochastic distributions. This allows us to use operator theory tools and properties of Wiener algebras over Banach spaces to proceed and characterize the Wiener filter equations under the underlying randomness assumptions.

Comments

This article was originally published in Opuscula Mathematica, volume 40, issue 3, in 2020. https://doi.org/10.7494/OpMath.2020.40.3.323

Recommended Citation

Daniel Alpay, Ariel Pinhas, Stochastic Wiener filter in the white noise space, Opuscula Math. 40, no. 3 (2020), 323-339, https://doi.org/10.7494/OpMath.2020.40.3.323

Peer Reviewed

1

Copyright

The authors

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 License.