
Accession Number : AD0732132
Title : Sensitivity Considerations in the Design of Linear Least MeanSquared Error Filters,
Corporate Author : PRINCETON UNIV N J DEPT OF ELECTRICAL ENGINEERING
Personal Author(s) : Lugannani,R. ; Liopiros,K. J.
Report Date : OCT 1971
Pagination or Media Count : 7
Abstract : The usual approach to linear least meansquared error filter design is concerned with minimizing a quadratic function of the error. Neglected in such an analysis is the effect that variations of the filter parameters may have upon the error criterion. In this paper the quadratic error term is combined with a suitable sensitivity measure to produce a new performance function, which is then minimized by selecting the appropriate linear filter. The resulting meansquared error will be larger than the minimum error but less sensitive to parameter variations. To illustrate the advantages of this method, two specific examples are considered; both are concerned with estimating a random signal in while noise and exhibit a significant decrease in sensitivity with only a modest increase in meansquared error. (Author)
Descriptors : (*INFORMATION THEORY, ELECTRIC FILTERS), (*CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STATISTICAL ANALYSIS, POWER SPECTRA, INFORMATION THEORY, WHITE NOISE, TRANSFER FUNCTIONS
Subject Categories : Statistics and Probability
Cybernetics
Distribution Statement : APPROVED FOR PUBLIC RELEASE