Accession Number : AD0831653

Title :   A COMPARATIVE STUDY OF DISCRETE TIME FILTERING FOR A NON-STATIONARY RANDOM INPUT.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s) : Fletcher, Harold G., Jr

Report Date : DEC 1967

Pagination or Media Count : 91

Abstract : This thesis is concerned with a comparative study of discrete time filters using the theories of Wiener-Kolmogorov, Bode-Shannon, and Kalman, applied to the filtering of a non-stationary random signal in the presence of measurement noise. Programs are developed for the simulation of these systems and signals on the digital computer. Their filtering properties are compared for a random input signal with known steady state characteristics, starting at initial time t = t0. (Author)

Descriptors :   (*INFORMATION THEORY, STATISTICAL PROCESSES), NOISE, TRANSIENTS, SEQUENCES(MATHEMATICS), NUMERICAL METHODS AND PROCEDURES, CORRELATION TECHNIQUES, COMPUTER PROGRAMS, DIGITAL COMPUTERS, ERRORS, POWER SPECTRA, TIME, FREQUENCY, SIMULATION, INTEGRAL TRANSFORMS, THESES.

Subject Categories : Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE