Multirate Kalman Filtering Approach for Optimal Two-Dimensional Signal Reconstruction from Noisy Subband Systems

Model-based multirate Kalman filtering approach for optimal two-dimensional signal reconstruction from noisy subband systems

Title Multirate Kalman filtering approach for optimal two-dimensional signal reconstruction from noisy subband systems

Conventional synthesis filters in subband systems lose their optimality when additive noise due, for example, to signal quantization, disturbs the subband components. The multichannel representation of subband signal is combined with the statistical model of input signal to derive the multirate state-space model for filter bank system with additive noises. Thus the signal reconstruction problem...

ARPN Journal of Science and Technology:: MULTIRATE FILTERING FOR DIGITAL SIGNAL PROCESSING AND ITS APPLICATIONS

Multirate Filtering techniques are used when conventional method becomes extremely costly and this technique is widely used in both sampling rate conversion system and in constructing filters with equal input and output rates. The basic concepts and building blocks in multirate digital signal processing are discussed here which includes down-sampler, upsampler and analysis/synthesis representat...

Maneuvering Target Tracking with High-Order Correlated Noise - A Multirate Kalman Filtering Approach

A multirate Kalman filtering algorithm for target tracking with high-order correlated noise is proposed. The measurement signal is first split into subbands using a filter bank. Then, the correlated noise in each subband is modeled using a first-order AR process and the AR parameters are identified online. Finally, a multirate Kalman reconstruction filter is used to obtain the state estimate. T...

Linear dynamic filtering with noisy input and output 1 Ivan Markovsky and Bart

Estimation problems for linear time-invariant systems with noisy input and output are considered. The smoothing problem is a least norm problem. An efficient algorithm using a Riccati-type recursion is derived. The equivalence between the optimal filter and an appropriately modified Kalman filter is established. The optimal estimate of the input signal is derived from the optimal state estimate...