COMPUTATION IN THE PRESENCE OF NOISE

Abstract

Two approximate methods are presented for analyzing the effect of noise on computer solutions of differential equations. The computer's operation is assumed to be governed by a difference equation; the input message is a sumed to be an additive mixture of a random signal and the undesired noise. It is shown that a bound may be placed on the effect of this additive noise and, because this bound satisfies a linear timeinvariant difference equation, the stochastic properties of this bound are easily found. The alternate method considers the noise as a small random perturbation of the signal. A linear, time-varying difference equation with random parameters describing the effect of the noise is then obtained. It is shown that both techniques require less computational labor and information about the random properties of the signal and oise than do conventional methods. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1961
Accession Number
AD0256737

Entities

People

  • Leo Bluestein

Organizations

  • Columbia University

Tags

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Computations
  • Computers
  • Difference Equations
  • Differential Equations
  • Equations
  • Mathematical Analysis
  • Mathematics
  • Perturbations

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Radar Systems Engineering.