A Method and Apparatus for Signal Prediction in a Time-Varying Signal System.
Patent Application, Filed 27 Mar 91,
DEPARTMENT OF THE NAVY WASHINGTON DC
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A method and apparatus for signal prediction using the estimate-maximize EM algorithm in a time-varying signal system is provided. A time function is used to appropriately weight, in complementary fashion, the significance of both the complete and incomplete data sets used by the EM algorithm over a time period of interest. Initially, the EM solution is based solely on the complete data set. As time progresses, the significance of the complete data set in the solution decreases while the significance of the incomplete data set increases. By the end of the time period of interest, the EM solution is based solely on the incomplete data set. The rate of decrease of significance of the complete data set, and complementary increase in significance of the incomplete data set, are controlled by the characteristics of the time function. The method particularly useful in the area of active noise control where an open-loop response is provided by off-line predictive models of the time-varying noise signals to form the complete set and where a closed-loop adaptive response forms the incomplete data set.
- Numerical Mathematics