A Random Sampler of Dynamic Programming Applications in Signal Processing and Control.

Abstract

I have selected three classical problems - discrete Fourier analysis, linear prediction, and nonlinear phase and frequency demodulation - to illustrate the use of dynamic programming in control and signal processing. The first two problems illustrate the use of dynamic programming in the (re-) derivation of the FFT and Levinson algorithms, two of the best known and most widely used fast algorithms. The last problem illustrates how dynamic programming can provide comfort in those applications where recursively computable, finite-dimensional sufficient statistics are nowhere to be found. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1979
Accession Number
ADA081485

Entities

People

  • Howard Elliott
  • Louis L. Louis L. Scharf

Organizations

  • Colorado State University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Computer Programs
  • Computers
  • Data Processing
  • Decoding
  • Demodulation
  • Detection
  • Dynamic Programming
  • Electrical Engineering
  • Equations
  • Filters
  • Filtration
  • Frequency
  • Power Spectra
  • Signal Processing
  • United States Government

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Approximation Theory.