ESTIMATION OF RANDOM FILTER CHARACTERISTICS,

Abstract

The report considers the estimation of homogeneous random filter characteristics using simple estimators. First a linear operation on the sum of the random filter output and independent white noise is used to estimate a linear operation on the instantaneous transfer function of the filter. Choosing the transmitted signal x(t) and linear weighting g(t) to minimize the mean square error is shown to be equivalent to finding the cross ambiguity function that approximates a known function best in a weighted least-squares sense. A lower bound on the minimum error variance is also found. The results unify and extend the results of Sussman and DeLong and Hofstetter, as well as providing a readily interpretable form of the as yet unsolved minimization problem. The estimation of generalized second moment of the transfer function is also considered. A simple estimator structure is used and the resultant minimization problem is similar to the first problem. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1970
Accession Number
AD0701791

Entities

People

  • N. Thomas Gaarder

Organizations

  • University of HawaiĘ»i System

Tags

DTIC Thesaurus Topics

  • Ambiguity
  • Estimators
  • Mathematics
  • Noise
  • Transfer Functions
  • White Noise

Fields of Study

  • Engineering

Readers

  • Calculus or Mathematical Analysis
  • Computational Modeling and Simulation
  • Radio communications and signal processing.