Accession Number:

ADA151445

Title:

Lossless Inverse Scattering, Digital Filters, and Estimation Theory,

Descriptive Note:

Corporate Author:

STANFORD UNIV CA

Personal Author(s):

Report Date:

1984-07-04

Pagination or Media Count:

20.0

Abstract:

Methods to construct rational solutions of the lossless inverse scattering LIS problem for one-port passive digital systems are described. The first method is recursive and can be viewed as a generalization of the celebrated Schur algorithm. The second method is global and leads to a parametrization of what we call fundamental solutions from which all LIS solutions may be constructed. Quite a few classical problems in estimation theory and network theory may be viewed as special cases of the LIS problem. With each fundamental solution there is a solution of a corresponding estimation problem leading to a prediction and a modeling filter for a given stochastic process.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE