A comparative study of discrete time filtering for a non-stationary random input
Fletcher, Harold Grove, Jr.
Parker, Sydney R.
MetadataShow full item record
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.
Approved for public release, distribution is unlimited.
Showing items related by title, author, creator and subject.
Forney, Fredric D. (Monterey, California. Naval Postgraduate School, 1998-06);This thesis investigates the application of Wiener filtering and wavelet techniques for the removal of noise from underwater acoustic signals. Both FIR and IIR Wiener filters are applied in separate methods which involve ...
Cebeci, Coskun. (Monterey, California. Naval Postgraduate School, 1998-06);This thesis investigates the use of combined Wavelet decomposition and Wiener filtering for the removal of noise from underwater acoustic signals. Several Wavelet/Wiener based denoising techniques are presented and their ...
Nunez, Jesse A. (Monterey, California: Naval Postgraduate School, 2017-03);Due to uncertainty in target locations, stochastic models are implemented to provide a representation of location distribution. The reliability of these models has a profound effect on the ability to successfully interdict ...