| Presentation | 2013-03-14 Optimal Nonlinear Filter for Weak Signal Extraction under Colored Non-Gaussian Noise Akihisa ICHIKI, Yukihiro TADOKORO, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | We propose the nonlinear filtering method to extract a weak signal in strong noise environment. For efficient filtering, we require the filter characteristics that the signal-to-noise ratio (SNR)of output from the filter becomes large. In this paper, we derive the optimal filter characteristics that exhibits maximum SNR. The obtained filter characteristics is determined by the probability density of the input noise of an arbitrary type, including col- ored and non-Gaussian noise. According to the result, it is concluded that a linear filter is optimal under Gaussian noise. On the other hand, nonlinear filtering is efficient under non-Gaussian noise. Moreover, the obtained filter characteristics achieves the Cramer-Rao lower bound, which is the lower bound of estimation error in unbiased estimator. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Nonlinear filtering / Non-Gaussian noise / Colored noise / Signal-to-noise ratio / Linear estimator |
| Paper # | NLP2012-153 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2013/3/7(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Optimal Nonlinear Filter for Weak Signal Extraction under Colored Non-Gaussian Noise |
| Sub Title (in English) | |
| Keyword(1) | Nonlinear filtering |
| Keyword(2) | Non-Gaussian noise |
| Keyword(3) | Colored noise |
| Keyword(4) | Signal-to-noise ratio |
| Keyword(5) | Linear estimator |
| 1st Author's Name | Akihisa ICHIKI |
| 1st Author's Affiliation | TOYOTA Central R&D Labs., Inc.() |
| 2nd Author's Name | Yukihiro TADOKORO |
| 2nd Author's Affiliation | TOYOTA Central R&D Labs., Inc. |
| Date | 2013-03-14 |
| Paper # | NLP2012-153 |
| Volume (vol) | vol.112 |
| Number (no) | 487 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |