Linear Predictive Spectral Estimation of Bandlimited Signals in Lowpass Noise.
Research rept. Jan-Apr 77,
NAVAL OCEAN SYSTEMS CENTER SAN DIEGO CA
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The discrete Wiener matrix equation is solved for the case of a complex bandlimited BL signal corrupted by additive lowpass correlated noise. The solution is achieved by the method of undetermined coefficients which significantly reduces the dimensionality of the problem. Asymptotic properties of the minimum mean-square error MMSE weight vector solutions are examined for the cases of very long filter lengths and degeneration to white noise. These special cases allow the MMSE filter impulse response to be examined in terms of its noise and signal components. It is then shown that by proper choice of prediction distance Delta, one may remove much of the noise effects upon the MMSE filter while retaining the desired BL signal characteristics. Author
- Statistics and Probability