A Random Acceleration Model for Filtering Polynomial-Like Signals

Abstract

Random type models for filtering discrete time, polynomial-like signals from noise are discussed. The particular model analyzed is a second-degree polynomial with the acceleration (second derivative) considered to be a random process. The optimum filter corresponding to this model is derived. Results include curves of filter frequency response, estimate variance, and filter impulse response for various choices of the system parameters. Some of the factors that affect the choice of a model for polynomial-like signals are discussed.

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Document Details

Document Type
Technical Report
Publication Date
Oct 25, 1963
Accession Number
AD0423431

Entities

People

  • Fred Schweppe
  • Lloyd Jones

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Force
  • Covariance
  • Equations
  • Filters
  • Filtration
  • Frequency
  • Frequency Response
  • Information Theory
  • Measurement
  • New York
  • Noise
  • Polynomials
  • Standards
  • Statistical Analysis
  • Stochastic Processes
  • Transfer Functions
  • White Noise

Fields of Study

  • Engineering

Readers

  • Approximation Theory.
  • Computational Modeling and Simulation