Formula for the steady-state gain of a recursive estimator

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Formula for the steady-state gain of a recursive estimator

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© The Institution of Electrical Engineers
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A formula for the direct computation of the steady-state gain of a recursive estimator is derived. The estimator is presented as a general 3-D recursive filter for noise smoothing of 3-D wide-sense Markov fields. The 1-D and 2-D estimators are special cases of the general filter presented. The filter with its steady-state gain computed from the derived formula is very useful because of its computational efficiency.

Inspec keywords: picture processing; estimation theory; noise; filtering and prediction theory; Markov processes

Other keywords: noise smoothing; direct computation; 3-D recursive filter; recursive estimator; computational efficiency; image processing; one-dimensional estimators; 3-D wide-sense Markov fields; steady-state gain; 2-D estimators

Subjects: Optical information, image and video signal processing; Pattern recognition

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