Title :
Delta-operator based signal processing: fast algorithms for rapidly sampled data
Author :
Poor, H. Vincent
Author_Institution :
Dept. of Electr. Eng., Princeton Univ., NJ, USA
Abstract :
High sampling densities often lead to numerical ill-conditioning in statistical signal processing algorithms. Reformulation of signal or system dynamics via a delta, or divided-difference, dynamical operator can provide a framework within which the amelioration of such ill-conditioning can be treated on a formal and unified basis. A number of basic signal-processing problems have been studied in his context over the past decade, and these are reviewed here
Keywords :
signal processing; Kalman-Bucy filter; delta-operator; ill-conditioning; rapidly sampled data; statistical signal processing; Arithmetic; Bandwidth; Covariance matrix; Eigenvalues and eigenfunctions; Filters; Sampling methods; Signal processing; Signal processing algorithms; Signal sampling; Wideband;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.650752