Accession Number:

AD0831653

Title:

A COMPARATIVE STUDY OF DISCRETE TIME FILTERING FOR A NON-STATIONARY RANDOM INPUT.

Descriptive Note:

Master's thesis,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

• Fletcher, Harold G., Jr

Report Date:

1967-12-01

Pagination or Media Count:

91.0

Abstract:

This thesis is concerned with a comparative study of discrete time filters using the theories of Wiener-Kolmogorov, Bode-Shannon, and Kalman, applied to the filtering of a non-stationary random signal in the presence of measurement noise. Programs are developed for the simulation of these systems and signals on the digital computer. Their filtering properties are compared for a random input signal with known steady state characteristics, starting at initial time t t0. Author

Descriptors:

• (*INFORMATION THEORY
• STATISTICAL PROCESSES)
• NOISE
• TRANSIENTS
• SEQUENCES(MATHEMATICS)
• NUMERICAL METHODS AND PROCEDURES
• CORRELATION TECHNIQUES
• COMPUTER PROGRAMS
• DIGITAL COMPUTERS
• ERRORS
• POWER SPECTRA
• TIME
• FREQUENCY
• SIMULATION
• INTEGRAL TRANSFORMS
• THESES

Subject Categories:

• Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE