Real-Time Simultaneous Estimation and Decomposition of Random Signals

  • Lang Hong
  • Guanrong Chen
  • Charles K. Chui


In this paper, an efficient algorithm is derived for multiresolutional estimation and decomposition of noisy random signals. This algorithm performs in real-time the estimation and decomposition simultaneously, using the discrete wavelet transform implemented by a filter bank. Although the algorithm is developed based on the standard Kalman filtering scheme, the nature of blockwise filtering results in a smoothing-equivalent effect. However, the interpolated filtering produces decomposed estimate output in real-time.

decomposition estimation filter bank and wavelet transform 


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Copyright information

© Kluwer Academic Publishers 1998

Authors and Affiliations

  • Lang Hong
    • 1
  • Guanrong Chen
    • 2
  • Charles K. Chui
    • 3
  1. 1.Department of Electrical EngineeringWright State UniversityDayton
  2. 2.Department of Electrical EngineeringUniversity of HoustonHouston
  3. 3.Department of Mathematics and Department of Electrical EngineeringTexas A and M UniversityCollege Station

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