منابع مشابه
Non-linear filters for linear models
We consider the filtering problem for linear models where the driving noises may be quite general, non-white and non-Gaussian, and where the observation noise may only be known to belong to a finite family of possible disturbances. Using diffusion approximation methods, we show that a certain nonlinear filter minimizes the asymptotic filter variance. This nonlinear filter is obtained by choosin...
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Separability of signal mixtures given only one mixture observation is defined as the identification of the accuracy to which the signals can be separated. The paper shows that when signals are separated using the generalised Wiener filter, the degree of separability can be deduced from the filter structure. To identify this structure, the processes are represented on an arbitrary spectral domai...
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In this paper we present an approach to modeling the non-linearities of analog electronic components using time-variant digital linear filters. The filter coefficients are computed at every sample depending on the current state of the system. With this technique we are able to accurately model an analog filter including a nonlinear inductor with a saturating core. The value of the magnetic perm...
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Image denoising is the manipulation of the image data to produce a visually high quality image. The existing or current denoising algorithms or approaches are filtering approach, multifractal approach and wavelet based approach. Different noise models include noise as additive and multiplicative type. They include Gaussian noise, salt and pepper noise (impulsive noise), Brownian noise and speck...
متن کاملIdentification of Linear Stochastic Systems Through Projection Filters
A novel method is presented for identifying a state-space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relationship between the state-space model and the finite difference model of linear stochastic systems derived through projection filters. It is proved that least-squares identification of a finite difference model ...
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ژورنال
عنوان ژورنال: Transactions of the Society of Instrument and Control Engineers
سال: 1965
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.1.7