Title :
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
fDate :
Oct. 29 2000-Nov. 1 2000
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;
Conference_Titel :
Signals, Systems and Computers, 2000. Conference Record of the Thirty-Fourth Asilomar Conference on
Conference_Location :
Pacific Grove, CA, USA
Print_ISBN :
0-7803-6514-3
DOI :
10.1109/ACSSC.2000.910995
