INFORMATION-BASED PREDICTION OF THE PRECISION AND EVALUATION OF THE ACCURACY OF THE RESULTS FROM AN ADAPTIVE FILTER

This paper demonstrates the prediction of the relative standard deviat ions of the amplitude estimates for overlapped target and interferant Gaussian peaks that simulate overlapped spectral responses. The estima tes for the target (known) peak amplitude are obtained by using an ada ptive Kalman filter; the estimates for the interferant (unknown) peak amplitude are obtained by subtraction of the estimated contribution of the target peak from the overlapped spectrum. Repeated computer simul ations show that the behavior of the averages and relative standard de viations of the amplitude estimates for both peaks and for the positio n of the interferant peak show some similarities as a function of the peak overlap and the amplitude ratio of the peaks. Given a model for t he target peak, the relative standard deviations for the areas of both peaks can be predicted based on the function of mutual information us ing a single spectrum, without resorting to repeated simulations.