IDENTIFICATION OF A CLASS OF SIGNALS IMBEDDED IN HIGH MEASUREMENT NOISE

Authors
JOO K BOSE T
Citation
K. Joo et T. Bose, IDENTIFICATION OF A CLASS OF SIGNALS IMBEDDED IN HIGH MEASUREMENT NOISE, Journal of the Franklin Institute, 330(6), 1993, pp. 995-1003
Citations number
10
Categorie Soggetti
Mathematics,"Engineering, Mechanical
Journal title
Journal of the Franklin Institute → ACNP
ISSN journal
00160032
Volume
330
Issue
6
Year of publication
1993
Pages
995 - 1003
Database
ISI
SICI code
0016-0032(1993)330:6<995:IOACOS>2.0.ZU;2-0
Abstract
The Kalman filtering algorithm is used to identify a class of signals imbedded in high amplitude measurement noise. The considered class of signals is first modeled empirically as a nonlinear equation. The equa tion is then linearized and formulated as a Kalman filtering state est imation problem. Computer simulations yield excellent results for a va riety of examples, a couple of which are presented in this paper.