Filtering and compression for infinite sets of stochastic signals
Date
2009
Authors
Torokhti, A.
Howlett, P.
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Journal article
Citation
Signal Processing, 2009; 89(3):291-304
Statement of Responsibility
Conference Name
Abstract
We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.
School/Discipline
Dissertation Note
Provenance
Description
Access Status
Rights
Copyright 2008 Elsevier B.V.