Linear filtering theory has been largely motivated by the characteristics of Gaussian signals. In the same manner, the proposed myriad filtering methods are motivated by the need for a flexible filter class with high statistical efficiency in non-Gaussian impulsive environments that can appear in practice. We introduce several important properties of the myriad filter and prove its optimality in the family of /spl alpha/-stable distributions.
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Gonzalez et al. (2001) studied this question.
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