Accession Number : AD0282043
Title : THE ESTIMATION OF A SYSTEM PULSE TRANSFER FUNCTION IN THE PRESENCE OF NOISE,
Corporate Author : MASSACHUSETTS INST OF TECH LEXINGTON LINCOLN LAB
Personal Author(s) : Levin,Morris J.
Report Date : 09 JUL 1962
Pagination or Media Count : 14
Abstract : Efficient determination of system perameters from records of input-output data is important in many applications such as adaptive systems, process control, and communication over time-varying channels. Statistical estimation theory is applied to derive effective techniques for measurement of the pulse transfer function of a linear system from normal operating records obscured by additive noise. It is shown that the problem is equivalent to that of fitting a hyperplane to a set of observed points with random errors in certain coordinates. The methods of T. Koopmans are applied to obtain generalized least-squares estimates which are also maximum likelihood estimates when the noise is white and Gaussian.
Descriptors : *PULSE COMMUNICATIONS, *LINEAR SYSTEMS, *NOISE ANALYZERS, LEAST SQUARES METHOD, MATRICES(MATHEMATICS), STATISTICAL PROCESSES, MEASUREMENT, ERRORS
Distribution Statement : APPROVED FOR PUBLIC RELEASE