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Quasi-optimal nonlinear filtration in the presence of non-gaussian noise with correlated components

  • General Problems of Metrology and Measurement Techniques
  • Published:
Measurement Techniques Aims and scope

Abstract

The case of non-Gaussian noise as a sequence with correlated components (chromatic noise) is analyzed and a block diagram of quasi-optimal (by the criterion of maximum a posteriori signal probability density distribution) nonlinear filter is constructed;a posteriori estimates of filter error variance are derived and compared with similar estimates for filtration in white noise.

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References

  1. O. N. Novoselov and A. F. Fomin, Izmer. Tekh., No. 12, 5 (1991).

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Authors
  1. O. N. Novoselov
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  2. A. F. Fomin
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Additional information

Translated from Izmeritel'naya Tekhnika No. 3, pp. 23–26, March, 1994.

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Novoselov, O.N., Fomin, A.F. Quasi-optimal nonlinear filtration in the presence of non-gaussian noise with correlated components. Meas Tech 37, 275–282 (1994). https://doi.org/10.1007/BF02614264

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  • DOI: https://doi.org/10.1007/BF02614264

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