On sub-ideal causal smoothing filters
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NOTICE: This is the author's version of a work that was accepted for publication in Signal Processing. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Signal Processing, 92, 1, 2012. DOI: 10.1016/j.sigpro.2011.07.009
Smoothing causal linear time-invariant filters are studied forcontinuous time processes. The paper suggests a family of causalfilters with almost exponential damping of the energy on the higherfrequencies. These filters are sub-ideal meaning that a fasterdecay of the frequency response would lead to the loss of causality.
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