Accession Number : AD0020805


Title :   THE APPLICATION OF STATISTICAL FILTER DESIGN TO A PARTICULAR PROBLEM


Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE DIGITAL COMPUTER LAB


Personal Author(s) : Wells, W I


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/020805.pdf


Report Date : 21 Jul 1953


Pagination or Media Count : 21


Abstract : A particular solution of the optimum filter design is presented for the class of problems where the noise is normally distributed and the data are described by a normal distribution. This is an application of the general results obtained in previous memos. This particular problem lends itself to an analytic solution and in fact turns out to yield a linear filter. This linear filter has long been used in tracking problems but it is believed that this is the first rigorous derivation. Three examples are given which represent the complete range of characteristics of the filter and one is able from them to make statements about the necessary 'memory' of the filter. One is also able to draw conclusions about how often one should sample a function based upon the irregularity of the function and on the noise that contaminates the measurements.


Descriptors :   *ELECTRIC FILTERS , TRACKING , LINEAR FILTERING , MEMORY DEVICES , CONTAMINANTS , NOISE REDUCTION , NOISE(ELECTRICAL AND ELECTROMAGNETIC) , NORMAL DISTRIBUTION , OPTIMIZATION , MATHEMATICAL ANALYSIS


Subject Categories : Electrical and Electronic Equipment


Distribution Statement : APPROVED FOR PUBLIC RELEASE