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On sub-ideal causal smoothing filters (1012.5883v3)
Published 29 Dec 2010 in math.OC, cs.SY, math.CA, and math.SP
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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