next up previous [pdf]

Next: Prediction-error filtering Up: Stationary and nonstationary regression Previous: Line fitting

Match filtering

If the slave signals are translates of the same signal $s(\mathbf{x})$, the regression problem corresponds to the problem of match filtering between $s(\mathbf{x})$ and $m(\mathbf{x})$. In the 1-D case, one can take, for example,


which turns the sum in equation 1 into a convolution with an unknown matching filter.