Noise Power Gain for Discrete-Time FIR Estimators

被引：32

作者：

Shmaliy, Yuriy S. ^{[1
]}

Ibarra-Manzano, Oscar ^{[1
]}

机构：

[1] Univ Guanajuato, Dept Elect, Salamanca, Mexico

来源：

IEEE SIGNAL PROCESSING LETTERS | 2011年 / 18卷 / 04期

关键词：

Error bound; FIR estimator; noise power gain; state space; FILTER; SIGNALS; OPTIMUM; CLOCK;

D O I：

10.1109/LSP.2011.2108647

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The noise power gain (NPG) matrix is specialized in state space for transversal finite impulse response (FIR) estimators intended for filtering, prediction, and smoothing of discrete time-variant K-state models with states measured. A computationally efficient iterative algorithm for NPG associated with unbiased estimation is provided along. Based on a numerical example, we show that the estimates are well bounded with the error bound (EB) specified in the three-sigma sense by the main components of the NPG matrix and measurement noise variance. In turn, the cross-components in the NPG matrix represent interactions in the estimator channels. It is concluded that EB can serve as an efficient measure of errors in optimal and suboptimal FIR and Kalman structures.

引用

页码：207 / 210

页数：4

共 26 条

[1] Optimal Synchronization of Local Clocks by GPS 1PPS Signals Using Predictive FIR Filters [J].

Arceo-Miquel, Luis ;

Shmaliy, Yuriy S. ;

Ibarra-Manzano, Oscar .

IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 2009, 58 (06) :1833-1840

[2] ON THE MEAN-SQUARE NOISE POWER OF AN OPTIMUM LINEAR DISCRETE FILTER OPERATING ON POLYNOMIAL PLUS WHITE NOISE INPUT [J].

BLUM, M .

IRE TRANSACTIONS ON INFORMATION THEORY, 1957, 3 (04) :225-231

[3]

CHEN C, 1979, ONE DIMENSIONAL DIGI

[4]

Friss H. T., 1944, P IRE, V32, P419, DOI [10.1109/JRPROC.1944.232049, DOI 10.1109/JRPROC.1944.232049]

[5]

Golub G. H., 1996, MATRIX COMPUTATIONS

[6] Asymptotic noise gain of polynomial predictors [J].

Handel, P ;

Tichavsky, P .

SIGNAL PROCESSING, 1997, 62 (02) :247-250

[7] FIR-MEDIAN HYBRID FILTERS WITH PREDICTIVE FIR SUBSTRUCTURES [J].

HEINONEN, P ;

NEUVO, Y .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1988, 36 (06) :892-899

[8]

HWANG SY, 1977, IEEE T ACOUST SPEECH, V25, P273, DOI 10.1109/TASSP.1977.1162971

[9] OPTIMUM, LINEAR, DISCRETE FILTERING OF SIGNALS CONTAINING A NONRANDOM COMPONENT [J].

JOHNSON, KR .

IRE TRANSACTIONS ON INFORMATION THEORY, 1956, 2 (02) :49-55

[10] Analysis of the asymptotic impulse and frequency responses of polynomial predictors [J].

Koppinen, K .

SIGNAL PROCESSING, 2004, 84 (03) :549-560

← 1 2 3 →