The Ale Output Covariance Function for a Sinusoid in Uncorrelated Noise.
Final research rept. May-Jul 77,
NAVAL OCEAN SYSTEMS CENTER SAN DIEGO CALIF
Pagination or Media Count:
The output covariance function of the Adaptive Line Enhancer ALE is derived and discussed in detail. The function of the linear prediction filter in the ALE structure is illustrated and the expression for the converged filter coefficient is seen to be accurately represented by the Wiener solution. Properties of the covariance function are discussed in relation to signal frequency and filter length and the filter output is shown to contain a small-magnitude nonstationary component. However, the component has negligible effect in cases of interest. The use of the ALE as a detection prefilter is summarized. When the covariance function is known it is possible to determine the detection performance of the ALE if detection statistic means and variances are known. The specific example of deriving ALE output DFT means and variances bases on knowledge of the covariance function is then presented. Author
- Statistics and Probability