Optimal Filtering of a Gaussian Signal in the Presence of Levy Noise

Abstract

Many engineering applications require extracting a signal from observations corrupted by additive noise, possibly heavy-tailed. We assume that the observation noise is a Levy process, while the signal is Gaussian, and derive a non-linear recursive filter that minimizes the L2 error. A sub-optimal filter is proposed for numerical purposes, and simulations show that it out performs the existing linear filter.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1995
Accession Number
ADA336874

Entities

People

  • Hyungsok Ahn
  • Raisa E. Feldman

Organizations

  • University of California, Santa Barbara

Tags

DTIC Thesaurus Topics

  • Brownian Motion
  • Coefficients
  • Computations
  • Differential Equations
  • Digital Signal Processing
  • Equations
  • Filters
  • Filtration
  • Gaussian Noise
  • Gaussian Processes
  • Global Positioning Systems
  • Monte Carlo Method
  • Probability
  • Random Variables
  • Signal Detection
  • Signal Processing
  • Simulations

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.