Noise Filtering and Linearization of Single-Ended Sampled-Data Circuits
نویسندگان
چکیده
منابع مشابه
Sampled-data observer error linearization
An analysis of the effects of time-sampling on the obseroer error lineariza-tion design methodology shows that requiring the method to be applicable for an open set of sampling times trioializes the class of allowable systems. Abstract-The effects of time-sampling on the solvability conditions for the observer linearization design methodology are investigated. It is shown that the class of syst...
متن کاملSampled-data Minimum Variance Filtering
This paper deals with the optimal solution to the sampled-data minimum variance filtering problem for linear systems with noise in the states and in the measurements. The solution is derived in the time-domain by using a fast sampling zeroorder hold input discretization of the continuous time systems together with a lifting technique. The original sampled-data system is transformed into an equi...
متن کاملApplication of Single-Frequency Time-Space Filtering Technique for Seismic Ground Roll and Random Noise Attenuation
Time-frequency filtering is an acceptable technique for attenuating noise in 2-D (time-space) and 3-D (time-space-space) reflection seismic data. The common approach for this purpose is transforming each seismic signal from 1-D time domain to a 2-D time-frequency domain and then denoising the signal by a designed filter and finally transforming back the filtered signal to original time domain. ...
متن کاملMolecular circuits for dynamic noise filtering.
The invention of the Kalman filter is a crowning achievement of filtering theory-one that has revolutionized technology in countless ways. By dealing effectively with noise, the Kalman filter has enabled various applications in positioning, navigation, control, and telecommunications. In the emerging field of synthetic biology, noise and context dependency are among the key challenges facing th...
متن کاملSampled-data filtering with error covariance assignment
In this correspondence, we consider the sampled-data filtering problem by proposing a new performance criterion in terms of the estimation error covariance. An innovation approach to sampled-data filtering is presented. First, the definition of the estimation covariance for a sampled-data system is given, then the sampled-data filtering problem is reduced to the Kalman filter design problem for...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Circuits and Systems I: Regular Papers
سال: 2019
ISSN: 1549-8328,1558-0806
DOI: 10.1109/tcsi.2018.2885802