Recursive solution to Wiener's multi-channel time filtering

Details Recursive solution to Wiener's multi-channel time filtering Recursive solution to Wiener's multi-channel time filtering

Mar 1993

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1993a%26a...270..552r&link_type=abstract

Astronomy and Astrophysics (ISSN 0004-6361), vol. 270, no. 1-2, p. 552-556.

Astronomy and Astrophysics

Astronomy

Linear Prediction, Radio Astronomy, Solar Wind, Wiener Filtering, Recursive Functions, Space Exploration, Time Series Analysis

Scientific paper

Statistical studies in planetary radio astronomy are usually based on superposed epoch or cross-correlation techniques, e.g. to investigate whether or not magnetospheric processes such as planetary radio emissions are triggered by the solar wind. However, Wiener's linear prediction theory (LPT) provides a further powerful procedure to determine the relationship between multiple time-varying quantities. Specifically, the multichannel LPT time filtering enables one to determine the simultaneous effect of several solar wind quantities on the planetary radio output from the solution of a matrix equation given in the form of a linear Toeplitz problem. In this paper, a recursive procedure is presented for the multichannel case that can save both computational time as well as computer storage.

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