NDLI: Statistically optimal null filters: Kalman equivalence

Content Provider	IEEE Xplore Digital Library
Author	Agarwal, R. Plotkin, E.I. Swamy, M.N.S.
Copyright Year	2000
Description	Author affiliation: Stellate Syst., Montreal, Que., Canada (Agarwal, R.)
Abstract	A new approach in the enhancement/suppression of narrowband signals, based on the combination of the maximum output SNR and the least-squares optimizing criteria, has been presented previously. The resulting statistically-optimal null filters (SONFs) have also been presented as recursive filters. Because of their time-varying nature, optimality under the MSE criterion and the similarity to the RLS method, it is anticipated that the SONFs may be related to the well known Kalman filter. In this paper, we show the SONFs to be an alternate implementation of the Kalman filter. For the first order case we show this analytically. Due to mathematical intractability, for the higher order case we set up the mathematical formulations and use simulations for verification.
Starting Page	173
Ending Page	176
File Size	338994
Page Count	4
File Format	PDF
ISBN	0780362934
ISSN	15206149
DOI	10.1109/ICASSP.2000.861904
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2000-06-05
Publisher Place	Turkey
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Kalman filters Signal processing Additive noise Matched filters State estimation Narrowband Resonance light scattering Gaussian noise Noise level Signal analysis
Content Type	Text
Resource Type	Article

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