Filtering with Levy Noise.

Abstract

This report investigates a problem of extracting a signal from observations corrupted by additive noise, possibly heavy-tailed. More specifically, it is assumed that the observation noise is a Levy process, while the signal is Gaussian.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1998
Accession Number
ADA356164

Entities

People

  • Hyungsok Ahn

Organizations

  • University of California, Santa Barbara

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Additives (Chemicals)
  • Applied Mathematics
  • Digital Signal Processing
  • Electrical Engineering
  • Engineering
  • Filters
  • Filtration
  • Gaussian Noise
  • Global Positioning Systems
  • Information Operations
  • Mathematics
  • Military Research
  • Noise
  • Observation
  • Recursive Filters
  • Signal Processing

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.