THE ESTIMATION OF A SYSTEM PULSE TRANSFER FUNCTION IN THE PRESENCE OF NOISE,

Abstract

Efficient determination of system perameters from records of input-output data is important in many applications such as adaptive systems, process control, and communication over time-varying channels. Statistical estimation theory is applied to derive effective techniques for measurement of the pulse transfer function of a linear system from normal operating records obscured by additive noise. It is shown that the problem is equivalent to that of fitting a hyperplane to a set of observed points with random errors in certain coordinates. The methods of T. Koopmans are applied to obtain generalized least-squares estimates which are also maximum likelihood estimates when the noise is white and Gaussian.

Document Details

Document Type
Technical Report
Publication Date
Jul 09, 1962
Accession Number
AD0282043

Entities

People

  • Morris J. Levin

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Adaptive Systems
  • Additives (Chemicals)
  • Data Science
  • Information Science
  • Linear Systems
  • Mathematics
  • Measurement
  • Statistical Estimation
  • Time-Varying Channels
  • Transfer Functions

Readers

  • Approximation Theory.
  • Radar Systems Engineering.
  • Statistical inference.