Interpolative spline filters

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University of Southern California., 1975 - Mathematics - 180 pages
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An optimal phase demodulation problem is resolved by the numerical synthesis of the optimal nonlinear filter. The synthesis is achieved by representing the relevant conditional density of phase and phase rate by multiple dimensional interpolative splines under tension. This realization technique is compared in terms of speed of estimate production, estimate and conditional density accuracy with other realization schemes, point mass cyclic, and Fourier realization. A complete Monte Carlo program for this method is given as well as Monte Carlo performance.

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Contents

MATRIX INVERSION
15
THE FILTERING PROBLEM
26
EXPERIMENTAL RESULTS
31

3 other sections not shown

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