ISSN:
1573-0824
Keywords:
decomposition
;
estimation
;
filter bank and wavelet transform
Source:
Springer Online Journal Archives 1860-2000
Topics:
Electrical Engineering, Measurement and Control Technology
Notes:
Abstract In this paper, an efficient algorithm is derived for multiresolutional estimation and decomposition of noisy random signals. This algorithm performs in real-time the estimation and decomposition simultaneously, using the discrete wavelet transform implemented by a filter bank. Although the algorithm is developed based on the standard Kalman filtering scheme, the nature of blockwise filtering results in a smoothing-equivalent effect. However, the interpolated filtering produces decomposed estimate output in real-time.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008280719917
Permalink