Performance Analysis of the Wiener Filter with Applications to Underwater Acoustic Signals
Fontes, N. Ruiz
Therrien, Charles W.
MetadataShow full item record
This report provides a detailed analysis of the performance of the Wiener optimal filter for estimating a signal in additive noise. Both IIR and FIR forms of the filter are considered using a first order AR model for both the signal and noise. Expressions are derived for the processing gain, mean square error and signal distortion, and plotted as a function of the model parameters. A more general form of the filter is also presented where one measure of performance, e.g., signal distortion, can be optimized with constraints on the others. Performance on this more general filter is presented and compared to that of the Wiener filter.
NPS Report NumberNPS-EC-97-011
Showing items related by title, author, creator and subject.
Ruiz Fontes, Natanael (Monterey, California. Naval Postgraduate School, 1997-06);A detailed analysis of the performance the Wiener optimal filter for estimating a signal in additive noise is carried out. A first order AR model is assumed for both the signal and noise. Both IIR and FIR forms of the ...
Watkins, R.J.; Chen, J.; Agrawal, B.N.; Shin, Y.S. (2004);For several future imaging and communications spacecraft, a challenging area of technology development is the fine acquisition, tracking, and pointing (ATP) control of the spacecraft and its payload. For example, some ...
Ko, Soon-Ju (Monterey, California. Naval Postgraduate School, 1977-12);An adaptive recursive digital filter is presented in which feedback and feedforward gains are adjusted adaptively to minimize a least square performance function on a sliding window averaging process. A two-dimensional ...