Statistical Design of Nonrecursive Digital Filters.
Abstract
The problem of designing a finite duration impulse response (FIR) digital filter to approximate a desired spectral response is treated in the paper. The philosophy adopted is that for a given FIR filter structure, the filter coefficients can be designed to provide a minimum mean-squared error (MMSE) estimate of a random signal sequence (the design signal) imbedded in a random noise sequence. By treating the signal and noise covariance functions as design parameters, one can design FIR filters with spectral responses that approximate the power spectral density of the design signal. For signal processing applications that require some attention to signal fidelity, as well as noise rejection, the MMSE philosophy seems appropriate (as opposed to a maximum signal-to-noise ratio philosophy, for example). (Modified author abstract)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 31, 1973
- Accession Number
- AD0764595
Entities
People
- David C. Farden
- Louis L. Louis L. Scharf
Organizations
- Colorado State University