Linear Predictive Spectral Estimation of Bandlimited Signals in Lowpass Noise.

Abstract

The discrete Wiener matrix equation is solved for the case of a complex bandlimited (BL) signal corrupted by additive lowpass correlated noise. The solution is achieved by the method of undetermined coefficients which significantly reduces the dimensionality of the problem. Asymptotic properties of the minimum mean-square error (MMSE) weight vector solutions are examined for the cases of very long filter lengths and degeneration to white noise. These special cases allow the MMSE filter impulse response to be examined in terms of its noise and signal components. It is then shown that by proper choice of prediction distance Delta, one may remove much of the noise effects upon the MMSE filter while retaining the desired BL signal characteristics. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Mar 31, 1978
Accession Number
ADA059543

Entities

People

  • E. H. Satorius
  • S. T. Alexander

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Autocorrelation
  • Coefficients
  • Colorado
  • Equations
  • Filters
  • Frequency
  • Integrals
  • Linearity
  • Noise
  • Spectra
  • White Noise

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.