Multirate filtering and estimation: the multirate Wiener filter

Author

Cristi, R. ; Koupatsiaris, D.A. ; Therrien, C.W.

Author_Institution

Dept. of Electr. & Comput. Eng., Naval Postgraduate Sch., Monterey, CA, USA

Volume

1

fYear

2000

fDate

Oct. 29 2000-Nov. 1 2000

Firstpage

450

Abstract

In this paper we address the problem of estimating a random process from two observed signals at different sampling rates. In particular, we consider the case where one of the observed signals is sampled at half the rate of the other. The optimal filter for this problem is derived as a linear filter with periodically varying coefficients. We provide quantitative expressions for the reduction in mean-square error due to added observations at the lower sampling rate.

Keywords

FIR filters; Wiener filters; estimation theory; mean square error methods; random processes; signal sampling; time-varying filters; added observations; linear filter; mean-square error; multirate Wiener filter; multirate filtering; optimal filter; periodically varying coefficients; random process; sampling rates; Convolution; Digital signal processing; Equations; Filtering; Finite impulse response filter; Nonlinear filters; Signal processing; Signal resolution; Signal sampling; Wiener filter;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 2000. Conference Record of the Thirty-Fourth Asilomar Conference on

Conference_Location

Pacific Grove, CA, USA

ISSN

1058-6393

Print_ISBN

0-7803-6514-3

Type

conf

DOI

10.1109/ACSSC.2000.910995

Filename

910995