
Accession Number : ADA112984
Title : Fitting a Polynomial to Data in the Presence of Noise.
Descriptive Note : Technical rept.,
Corporate Author : NAVAL UNDERWATER SYSTEMS CENTER NEW LONDON CT NEW LONDON LAB
Personal Author(s) : Owsley,Norman L ; Law,John F ; Lesick,Andrew A ; Swope,Gerald R
PDF Url : ADA112984
Report Date : 06 Feb 1982
Pagination or Media Count : 25
Abstract : Polynomial models arise in numerous applications in signal processing dealing with the estimation of continuous functions of either space or time. The requirement to interpolate between discrete noisy data points is of particular interest. In this report, the generalorder polynomial timevarying coefficientestimation problem is formulated and a structure is indicated for implementation of the coefficientestimation process. Both the maximum likelihood (ML) and maximum a posteriori (MAP) estimation coefficient estimators are derived and the corresponding analyses of variance are obtained. The cases of measurement data consisting of samples of either the polynomial directly or the polynomial slope in the presence of additive noise are considered. Finally, expressions for the sensitivity to uncompensated measurement bias of the estimator standard deviations are obtained.
Descriptors : *Fitting functions(Mathematics), *Signal processing, *Polynomials, Noise, Mathematical models, Estimates, Continuity, Interpolation, Coefficients, Maximum likelihood estimation, Measurement, Sampling, Standard deviation, Analysis of variance, Signal to noise ratio
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE