Joint Kalman–Haar Algorithm Applied to Signal Processing

 

Сохранить в:
Библиографические подробности
Авторы: Viegener, Alejandro, Sirne, Ricardo O., Serrano, Eduardo P., Fabio, Marcela, D'Attellis, Carlos E.
Формат: artículo original
Статус:Versión publicada
Дата публикации:2012
Описание:Under the analysis of signals disturbed by noise, in this paper we propose a working methodology aimed to seize the best estimate of combining Kalman filtering with the characterization that is achieved by applying a multiresolution analysis (MRA) using wavelets. From the standpoint of Kalman filtering this combined procedure is quasi-optimal, but the change to be made allows the simultaneous implementation of a scheme of wavelet denoising; with this decreases the computational cost of applying both procedures separately. Our proposal is to process the signal by successive non-overlapping intervals, combining the process for calculating the optimal filter with a MRA using the Haar wavelet. The method takes advantage of the combined use of both tools (Kalman-Haar) and is free from edge problems related to the signal segmentation.
Страна:Portal de Revistas UCR
Институт:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Язык:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/2103
Online-ссылка:https://revistas.ucr.ac.cr/index.php/matematica/article/view/2103
Ключевое слово:Signal processing
Kalman filter
wavelet denoising
multiresolution analysis
Procesamiento de señales
filtro de Kalman
eliminación de ruido con onditas
análisis de multirresolución