Piecewise Interpolation Filter for Effective Processing of Large Signal Sets
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Piecewise Interpolation Filter for Effective Processing of Large Signal Sets

Authors: Anatoli Torokhti, Stanley Miklavcic


Suppose KY and KX are large sets of observed and reference signals, respectively, each containing N signals. Is it possible to construct a filter F : KY → KX that requires a priori information only on few signals, p  N, from KX but performs better than the known filters based on a priori information on every reference signal from KX? It is shown that the positive answer is achievable under quite unrestrictive assumptions. The device behind the proposed method is based on a special extension of the piecewise linear interpolation technique to the case of random signal sets. The proposed technique provides a single filter to process any signal from the arbitrarily large signal set. The filter is determined in terms of pseudo-inverse matrices so that it always exists.

Keywords: Wiener filter, filtering of stochastic signals.

Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1079770

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