Analysis of time-varying linear multipole filters with sampled nonstationary random inputs

Author

Ming-Chwan Chow

Abstract

"In this thesis an analytical method is developed to determine an optimum time-varying linear filter in order to satisfy the following specifications. The filters are of sampled data multipole form with n inputs and m outputs. The signal of each input is a member of a nonstationary random process, and the signal is corrupted by stationary noise.

The statistical optimization theory developed by Wiener is extended to a linear time- varying filter with nonstationary input. Correlation functions are defined for nonstationary ensembles. The mean- square error is calculated in terms of these correlation functions. By minimization of the mean-square error, the integral equations defining the optimum filters are determined"--Abstract, page ii.

Advisor(s)

Betten, J. Robert

Committee Member(s)

Harden, Richard C.
Bain, Lee J., 1939-
Pagano, Sylvester J., 1924-2006

Department(s)

Electrical and Computer Engineering

Degree Name

M.S. in Electrical Engineering

Publisher

University of Missouri at Rolla

Publication Date

1966

Pagination

v, 34 pages

Note about bibliography

Includes bibliographical references (page 33).

Rights

© 1966 Ming-Chwan Chow, All rights reserved.

Document Type

Thesis - Open Access

File Type

text

Language

English

Subject Headings

Signal detection -- Mathematical modelsSignal processingTime-series analysis

Thesis Number

T 1875

Print OCLC #

5973618

Electronic OCLC #

896879202

Recommended Citation

Chow, Ming-Chwan, "Analysis of time-varying linear multipole filters with sampled nonstationary random inputs" (1966). Masters Theses. 5748.
https://scholarsmine.mst.edu/masters_theses/5748