An Adaptive Recursive Filter,

Abstract

An adaptive recursive digital filter is presented in which feedback and feedforward gains are adjusted adaptively to minimize a least square performance function on a sliding window averaging process. A two-dimensional version of the adaptive filter is developed and its performance compared with the optimal Wiener filter. The filter is shown to be effective in separating three diagonal trajectory streaks from a background of correlated noise added to white noise. Although the recursive adaptive filter approaches the optimal Wiener filter in performance, it does not require a priori statistical knowledge as does the Wiener filter to which it is compared. The results indicate that the recursive adaptive filter learns the statistics and adapts. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1977
Accession Number
ADA053852

Entities

People

  • Soon-ju Ko

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Adaptive Filters
  • Computational Science
  • Data Science
  • Digital Filters
  • Ergodic Processes
  • Filters
  • Filtration
  • Information Science
  • Mathematical Filters
  • Mathematical Models
  • Noise
  • Random Variables
  • Recursive Filters
  • Statistics
  • Stochastic Processes
  • Two Dimensional
  • White Noise

Fields of Study

  • Engineering

Readers

  • Approximation Theory.
  • Phased Array Antenna Design.