A comparative study of discrete time filtering for a non-stationary random input
| dc.contributor.advisor | Parker, Sydney R. | |
| dc.contributor.author | Fletcher, Harold Grove, Jr. | |
| dc.contributor.corporate | Naval Postgraduate School | |
| dc.contributor.department | Department of Electrical Engineering | |
| dc.date | December 1967 | |
| dc.date.accessioned | 2012-08-29T23:29:35Z | |
| dc.date.available | 2012-08-29T23:29:35Z | |
| dc.date.issued | 1967-12 | |
| dc.description.abstract | This thesis is concerned with a comparative study of discrete time filters using the theories of Wiener-Kolmogorov, Bode-Shannon, and Kalman, applied to the filtering of a non-stationary random signal to the presence of measurement noise. Programs are developed for the simulation of these systems and signals on a digital computer. Their filtering properties are compared for a random input signal with known steady state characteristics, starting at initial time t = to. The results show that when the gain of the Kalman filter is equal to its steady state value, the Kalman and Wiener-Kolmogorov filters perform identically. For large initial errors the Kalman filter, with large initial gain, gives the best transient response; for small initial errors the Kalman and Wiener-Kolmogorov filters are essentially equivalent in their transient responses. | en_US |
| dc.description.distributionstatement | Approved for public release; distribution is unlimited. | |
| dc.description.service | Lieutenant, United States Coast Guard | en_US |
| dc.description.uri | http://archive.org/details/acomparativestud1094511796 | |
| dc.identifier.uri | https://hdl.handle.net/10945/11796 | |
| dc.language.iso | en_US | |
| dc.publisher | Monterey, California. U.S. Naval Postgraduate School | en_US |
| dc.rights | This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States. | en_US |
| dc.title | A comparative study of discrete time filtering for a non-stationary random input | en_US |
| dc.type | Thesis | en_US |
| dspace.entity.type | Publication | |
| etd.thesisdegree.discipline | Electrical Engineering | en_US |
| etd.thesisdegree.grantor | Naval Postgraduate School | en_US |
| etd.thesisdegree.level | Masters | en_US |
| etd.thesisdegree.name | M.S. in Electrical Engineering | en_US |