In this paper, we present a unified optimal and exponentially stable filter for linear discrete-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense, without making any assumptions on the direct feedthrough matrix. We also provide the connection between the stability of the estimator and a system property known as strong detec...

This paper presents a new multi-sensor data fusion method based on the combination of wavelet transform (WT) and extended Kalman filter (EKF). Input data are first filtered by a wavelet transform via Daubechies wavelet “db4” functions and the filtered data are then fused based on variance weights in terms of minimum mean square error. The fused data are finally treated by extended Kalman filter...

In this paper, we present a unified optimal and exponentially stable filter for linear discrete-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense, without making any assumptions on the direct feedthrough matrix. We also provide the connection between the stability of the estimator and a system property known as strong detec...

When tracking maneuvering targets with a nearly constant velocity (NCV) Kalman filter discrete white noise acceleration, the selection of process variance is complicated by fact that errors are modeled as Gaussian, while target maneuvers deterministic or highly correlated in time. In this industry tip, guidance on picking minimum for NCV provided.

We present several analytical properties of Minimum Variance Distortionless Response (MVDR) based all-pole models that demonstrate the advantages and usefulness of these models for speech spectral coding. In particular, we show that a sufficient order MVDR all-pole model provides a spectral envelope that fits a set of spectral samples exactly with a parameterization convenient for quantization ...

‎in this paper‎, ‎the notion of the radical of a filter in‎ ‎residuated lattices is defined and several characterizations of‎ ‎the radical of a filter are given‎. ‎we show that if f is a‎ ‎positive implicative filter (or obstinate filter)‎, ‎then‎ ‎rad(f)=f‎. ‎we proved the extension theorem for radical of filters in residuated lattices‎. ‎also‎, ‎we study the radical‎ ‎of filters in linearly o...

Sound focusing is an important problem in audio reproduction, where a virtual acoustic source needs be synthesized in the region surrounded by a loudspeaker array. This problem was tackled in the previous research via the Helmholtz integral approach, brightness control, acoustic contrast control, etc. In this paper, the same problem was revisited from the perspective of beamforming. A source ar...