A COMPARATIVE STUDY OF DISCRETE TIME FILTERING FOR A NON-STATIONARY RANDOM INPUT.

Abstract

This thesis is concerned with a comparative study of discrete time filters using the theories of Wiener-Kolmogorov, Bode-Shannon, and Kalman, applied to the filtering of a non-stationary random signal in the presence of measurement noise. Programs are developed for the simulation of these systems and signals on the digital computer. Their filtering properties are compared for a random input signal with known steady state characteristics, starting at initial time t = t0. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1967
Accession Number
AD0831653

Entities

People

  • Harold G. Fletcher Jr

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Computers
  • Control Simulators
  • Digital Computers
  • Filters
  • Filtration
  • Simulations
  • Simulators
  • Stationary
  • Steady State

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.