Search results for: filter banks

Authors: Chimin Tsai

Abstract:

This work consists of three parts. First, the alias-free condition for the conventional two-channel quadrature mirror filter bank is analyzed using complex arithmetic. Second, the approach developed in the first part is applied to the complex quadrature mirror filter bank. Accordingly, the structure is simplified and the theory is easier to follow. Finally, a new class of complex quadrature mirror filter banks is proposed. Interesting properties of this new structure are also discussed.

Keywords: Aliasing cancellation, complex signal processing, polyphase realization, quadrature mirror filter banks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2226

Authors: Ju-Hong Lee, Yi-Lin Shieh

Abstract:

The paper deals with the minimax design of two-channel linear-phase (LP) quadrature mirror filter (QMF) banks using infinite impulse response (IIR) digital all-pass filters (DAFs). Based on the theory of two-channel QMF banks using two IIR DAFs, the design problem is appropriately formulated to result in an appropriate Chebyshev approximation for the desired group delay responses of the IIR DAFs and the magnitude response of the low-pass analysis filter. Through a frequency sampling and iterative approximation method, the design problem can be solved by utilizing a weighted least squares approach. The resulting two-channel QMF banks can possess approximately LP response without magnitude distortion. Simulation results are presented for illustration and comparison.

Keywords: Chebyshev approximation, Digital All-Pass Filter, Quadrature Mirror Filter, Weighted Least Squares.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2686

Authors: G. Koukiou, V. Anastassopoulos

Abstract:

In this paper a bank of velocity filters is devised to be used for isolating a moving object with specific velocity in a sequence of frames. The approach used is a 3-D FFT based experimental procedure without applying any theoretical concept from velocity filters. Accordingly, velocity filters are built using the spectral signature of each separate moving object. Experimentation reveals the capabilities of the constructed filter bank to separate moving objects as far as the amplitude as well as the direction of the velocity are concerned.

Keywords: Velocity filters, filter banks, 3-D FFT.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1743

Authors: Sheeba V.S, Elizabeth Elias

Abstract:

Optimization of filter banks based on the knowledge of input statistics has been of interest for a long time. Finite impulse response (FIR) Compaction filters are used in the design of optimal signal adapted orthonormal FIR filter banks. In this paper we discuss three different approaches for the design of interpolated finite impulse response (IFIR) compaction filters. In the first method, the magnitude squared response satisfies Nyquist constraint approximately. In the second and third methods Nyquist constraint is exactly satisfied. These methods yield FIR compaction filters whose response is comparable with that of the existing methods. At the same time, IFIR filters enjoy significant saving in the number of multipliers and can be implemented efficiently. Since eigenfilter approach is used here, the method is less complex. Design of IFIR filters in the least square sense is presented.

Keywords: Principal Component Filter Bank, InterpolatedFinite Impulse Response filter, Orthonormal Filter Bank, Eigen Filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1530

Authors: Ju-Hong Lee, Chong-Jia Ciou

Abstract:

This paper deals with the problem of two-dimensional (2-D) recursive two-channel quincunx quadrature mirror filter (QQMF) banks design. The analysis and synthesis filters of the 2-D recursive QQMF bank are composed of 2-D recursive digital allpass lattice filters (DALFs) with symmetric half-plane (SHP) support regions. Using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters, we facilitate the design of the proposed QQMF bank. For finding the coefficients of the 2-D recursive SHP DALFs, we present a structure of 2-D recursive digital allpass filters by using 2-D SHP recursive digital all-pass lattice filters (DALFs). The novelty of using 2-D SHP recursive DALFs to construct a 2-D recursive QQMF bank is that the resulting 2-D recursive QQMF bank provides better performance than the existing 2-D recursive QQMF banks. Simulation results are also presented for illustration and comparison.

Keywords: All-pass digital filter, doubly complementary, lattice structure, symmetric half-plane digital filter, quincunx QMF bank.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 841

Authors: Ju-Hong Lee, Yi-Lin Shieh

Abstract:

This paper deals with the optimal design of two-channel recursive parallelogram quadrature mirror filter (PQMF) banks. The analysis and synthesis filters of the PQMF bank are composed of two-dimensional (2-D) recursive digital all-pass filters (DAFs) with nonsymmetric half-plane (NSHP) support region. The design problem can be facilitated by using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters. For finding the coefficients of the 2-D recursive NSHP DAFs, we appropriately formulate the design problem to result in an optimization problem that can be solved by using a weighted least-squares (WLS) algorithm in the minimax (L_∞) optimal sense. The designed 2-D recursive PQMF bank achieves perfect magnitude response and possesses satisfactory phase response without requiring extra phase equalizer. Simulation results are also provided for illustration and comparison.

Keywords: Parallelogram Quadrature Mirror Filter Bank, Doubly Complementary Filter, Nonsymmetric Half-Plane Filter, Weighted Least Squares Algorithm, Digital All-Pass Filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1487

Authors: A. Kumar, G. K. Singh, R. S. Anand

Abstract:

In this paper, various algorithms for designing quadrature mirror filter are reviewed and a new algorithm is presented for the design of near perfect reconstruction quadrature mirror filter bank. In the proposed algorithm, objective function is formulated using the perfect reconstruction condition or magnitude response condition of prototype filter at frequency (ω = 0.5π) in ideal condition. The cutoff frequency is iteratively changed to adjust the filters coefficients using optimization algorithm. The performances of the proposed algorithm are evaluated in term of computation time, reconstruction error and number of iterations. The design examples illustrate that the proposed algorithm is superior in term of peak reconstruction error, computation time, and number of iterations. The proposed algorithm is simple, easy to implement, and linear in nature.

Keywords: Aliasing cancellations filter bank, Filter banks, quadrature mirror filter (QMF), subband coding.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2485

Authors: Kar Foo Chong, Pradeep K. Gopalakrishnan, T. Hui Teo

Abstract:

There are multiple ways to implement a decimator filter. This paper addresses usage of CIC (cascaded-integrator-comb) filter and HB (half band) filter as the decimator filter to reduce the frequency sample rate by factor of 64 and detail of the implementation step to realize this design in hardware. Low power design approach for CIC filter and half band filter will be discussed. The filter design is implemented through MATLAB system modeling, ASIC (application specific integrated circuit) design flow and verified using a FPGA (field programmable gate array) board and MATLAB analysis.

Keywords: CIC filter, decimation filter, half-band filter, lowpower.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2348

Authors: Mohamed Saad Ahmed Hussien

Abstract:

This paper discusses the risk management in Islamic banks and aims to determine the difference in the practices and methods of risk management in those banks compared to the conventional banks, and to make a case study of the biggest Islamic bank in Egypt (Faisal Islamic Bank of Egypt) to identify the most important financial risks faced and how to manage those risks. It was found that Islamic banks face two types of risks. The first type is similar to the risks in conventional banks; the second type is the additional risks which facing the Islamic banks only as a result of some Islamic modes of financing. With regard to the risk management, Islamic banks such as conventional banks applied the regulatory rules issued by the Central Banks and the Basel Committee; Islamic banks also applied the instructions and procedures issued by the Islamic Financial Services Board (IFSB). Also, Islamic banks are similar to the conventional banks in the practices and methods which they use to manage the risks. And there are some factors that may affect the risk management in Islamic banks, such as the size of the bank and the efficiency of the administration and the staff of the bank.

Keywords: Conventional banks, Faisal Islamic Bank of Egypt, Islamic banks, risk management.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2616

Authors: S. Park, J. Hwang, K. Rou, E. Kim

Abstract:

In this paper, we consider a new particle filter inspired by biological evolution. In the standard particle filter, a resampling scheme is used to decrease the degeneracy phenomenon and improve estimation performance. Unfortunately, however, it could cause the undesired the particle deprivation problem, as well. In order to overcome this problem of the particle filter, we propose a novel filtering method called the genetic filter. In the proposed filter, we embed the genetic algorithm into the particle filter and overcome the problems of the standard particle filter. The validity of the proposed method is demonstrated by computer simulation.

Keywords: Particle filter, genetic algorithm, evolutionary algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2444

Authors: Hyeongbok Kim, Lingling Zhao, Xiaohong Su, Junjie Wang

Abstract:

The Bernoulli filter is a precise Bayesian filter for single target tracking based on the random finite set theory. The standard Bernoulli filter often underestimates the number of the targets. This study proposes a Gaussian particle flow (GPF) Bernoulli filter employing particle flow to migrate particles from prior to posterior positions to improve the performance of the standard Bernoulli filter. By employing the particle flow filter, the computational speed of the Bernoulli filters is significantly improved. In addition, the GPF Bernoulli filter provides more accurate estimation compared with that of the standard Bernoulli filter. Simulation results confirm the improved tracking performance and computational speed in two- and three-dimensional scenarios compared with other algorithms.

Keywords: Bernoulli filter, particle filter, particle flow filter, random finite sets, target tracking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 264

Authors: Tarek A. Kasmieh, Hassan S. Omran

Abstract:

This paper aims to give a full study of the dynamic behavior of a mono-phase active power filter. First, the principle of the parallel active power filter will be introduced. Then, a dimensioning procedure for all its components will be explained in detail, such as the input filter, the current and voltage controllers. This active power filter is simulated using OrCAD program showing the validity of the theoretical study.

Keywords: Active power filter, Power Quality, Hysteresiscurrent controller.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1655

Authors: Nicholas D. Assimakis

Abstract:

In linear estimation, the traditional Kalman filter uses the Kalman filter gain in order to produce estimation and prediction of the n-dimensional state vector using the m-dimensional measurement vector. The computation of the Kalman filter gain requires the inversion of an m x m matrix in every iteration. In this paper, a variation of the Kalman filter eliminating the Kalman filter gain is proposed. In the time varying case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix and the inversion of an m x m matrix in every iteration. In the time invariant case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix in every iteration. The proposed Kalman filter gain elimination algorithm may be faster than the conventional Kalman filter, depending on the model dimensions.

Keywords: Discrete time, linear estimation, Kalman filter, Kalman filter gain.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 570

Authors: Mahdi Shaneh, Arash Golibagh Mahyari

Abstract:

Image enhancement is the most important challenging preprocessing for almost all applications of Image Processing. By now, various methods such as Median filter, α-trimmed mean filter, etc. have been suggested. It was proved that the α-trimmed mean filter is the modification of median and mean filters. On the other hand, ε-filters have shown excellent performance in suppressing noise. In spite of their simplicity, they achieve good results. However, conventional ε-filter is based on moving average. In this paper, we suggested a new ε-filter which utilizes α-trimmed mean. We argue that this new method gives better outcomes compared to previous ones and the experimental results confirmed this claim.

Keywords: Image enhancement, median filter, ε-filter – α-trimmed mean filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5448

Authors: Sukrit Shankar, Chetana Shanta Patsa, Jaydev Sharma

Abstract:

Fractional Fourier Transform is a generalization of the classical Fourier Transform. The Fractional Fourier span in general depends on the amplitude and phase functions of the signal and varies with the transform order. However, with the development of the Fractional Fourier filter banks, it is advantageous in some cases to have different transform orders for different filter banks to achieve better decorrelation of the windowed and overlapped time signal. We present an expression that is useful for finding the perturbation in the Fractional Fourier span due to the erroneous transform order and the possible variation in the window shape and length. The expression is based on the dependency of the time-Fractional Fourier span Uncertainty on the amplitude and phase function of the signal. We also show with the help of the developed expression that the perturbation of span has a varying degree of sensitivity for varying degree of transform order and the window coefficients.

Keywords: Fractional Fourier Transform, Perturbation, Fractional Fourier span, amplitude, phase, transform order, filterbanks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1428

Authors: Karolína Vozková, Matěj Kuc

Abstract:

This paper analyzes recent trends in cost efficiency of European cooperative banks using efficient frontier analysis. Our methodology is based on stochastic frontier analysis which is run on a set of 649 European cooperative banks using data between 2006 and 2015. Our results show that average inefficiency of European cooperative banks is increasing since 2008, smaller cooperative banks are significantly more efficient than the bigger ones over the whole time period and that share of net fee and commission income to total income surprisingly seems to have no impact on bank cost efficiency.

Keywords: Cooperative banks, cost efficiency, efficient frontier analysis, stochastic frontier analysis, net fee and commission income.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 821

Authors: Justin Leo Cheang Loong, Khazaimatol S Subari, Muhammad Kamil Abdullah, Nurul Nadia Ahmad, RosliBesar

Abstract:

Heart sound is an acoustic signal and many techniques used nowadays for human recognition tasks borrow speech recognition techniques. One popular choice for feature extraction of accoustic signals is the Mel Frequency Cepstral Coefficients (MFCC) which maps the signal onto a non-linear Mel-Scale that mimics the human hearing. However the Mel-Scale is almost linear in the frequency region of heart sounds and thus should produce similar results with the standard cepstral coefficients (CC). In this paper, MFCC is investigated to see if it produces superior results for PCG based human identification system compared to CC. Results show that the MFCC system is still superior to CC despite linear filter-banks in the lower frequency range, giving up to 95% correct recognition rate for MFCC and 90% for CC. Further experiments show that the high recognition rate is due to the implementation of filter-banks and not from Mel-Scaling.

Keywords: Biometric, Phonocardiogram, Cepstral Coefficients, Mel Frequency

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3493

Authors: Saman M. Siddiqui, Fang Jiancheng

Abstract:

Robust nonlinear integrated navigation of GPS and low cost MEMS is a hot topic of research these days. A robust filter is required to cope up with the problem of unpredictable discontinuities and colored noises associated with low cost sensors. H∞ filter is previously used in Extended Kalman filter and Unscented Kalman filter frame. Unscented Kalman filter has a problem of Cholesky matrix factorization at each step which is a very unstable operation. To avoid this problem in this research H∞ filter is designed in Square root Unscented filter framework and found 50% more robust towards increased level of colored noises.

Keywords: H∞ filter, MEMS, GPS, Nonlinear system, robust system, Square root unscented filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1693

Authors: Neela. R. Rayavarapu, Neelam Rup Prakash

Abstract:

The paper discusses a computationally efficient method for the design of prototype filters required for the implementation of an M-band cosine modulated filter bank. The prototype filter is formulated as an optimum interpolated FIR filter. The optimum interpolation factor requiring minimum number of multipliers is used. The model filter as well as the image suppressor will be designed using the Kaiser window. The method will seek to optimize a single parameter namely cutoff frequency to minimize the distortion in the overlapping passband.

Keywords: Cosine modulated filter bank, interpolated FIR filter, optimum interpolation factor, prototype filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1547

Authors: F. Imanshoar, M. R. M. Tabatabai, Y. Hassanzadeh, M. Rostamipoor

Abstract:

Subsurface erosion in river banks and its details, in spite of its occurrence in various parts of the world has rarely been paid attention by researchers. In this paper, quantitative concept of the subsurface bank erosion has been investigated for vertical banks. Vertical banks were simulated experimentally by considering a sandy erodible layer overlaid by clayey one under uniformly distributed constant overhead pressure. Results of the experiments are indicated that rate of sandy layer erosion is decreased by an increase in overburden; likewise, substituting 20% of coarse (3.5 mm) sand layer bed material by fine material (1.4 mm) may lead to a decrease in erosion rate by one-third. This signifies the importance of the bed material composition effect on sandy layers erosion due to subsurface erosion in river banks.

Keywords: Subsurface Erosion, Vertical Banks, Bed Material Size

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2022

Authors: S. A. Banani, M. A. Masnadi-Shirazi

Abstract:

This paper presents a new algorithm which yields a nonlinear state estimator called iterated unscented Kalman filter. This state estimator makes use of both statistical and analytical linearization techniques in different parts of the filtering process. It outperforms the other three nonlinear state estimators: unscented Kalman filter (UKF), extended Kalman filter (EKF) and iterated extended Kalman filter (IEKF) when there is severe nonlinearity in system equation and less nonlinearity in measurement equation. The algorithm performance has been verified by illustrating some simulation results.

Keywords: Extended Kalman Filter, Iterated EKF, Nonlinearstate estimator, Unscented Kalman Filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2819

Authors: Vishal Awasthi, Krishna Raj

Abstract:

In many communication and signal processing systems, it is highly desirable to implement an efficient narrow-band filter that decimate or interpolate the incoming signals. This paper presents hardware efficient compensated CIC filter over a narrow band frequency that increases the speed of down sampling by using multiplierless decimation filters with polyphase FIR filter structure. The proposed work analyzed the performance of compensated CIC filter on the bases of the improvement of frequency response with reduced hardware complexity in terms of no. of adders and multipliers and produces the filtered results without any alterations. CIC compensator filter demonstrated that by using compensation with CIC filter improve the frequency response in passed of interest 26.57% with the reduction in hardware complexity 12.25% multiplications per input sample (MPIS) and 23.4% additions per input sample (APIS) w.r.t. FIR filter respectively.

Keywords: Multirate filtering, Narrow-band Signaling, Compensation Theory, CIC filter, Decimation, Compensation filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2894

Authors: Wilhelm Hoeflinger, Thomas Laminger, Johannes Wolfslehner

Abstract:

For vacuum cleaned dust filters there exist no calculation methods to determine design parameters (e.g. traverse velocity of the nozzle, filter area…). In this work a method to calculate the optimum traverse velocity of the nozzle of an industrial-size flat dust filter at a given mean pressure drop and filter face velocity was elaborated. Well-known equations for the design of a cleanable multi-chamber bag-house-filter were modified in order to take into account a continuously regeneration of a dust filter by a nozzle. Thereby, the specific filter medium resistance and the specific cake resistance values are needed which can be derived from filter tests under constant operation conditions.

A lab-scale filter test rig was used to derive the specific filter media resistance value and the specific cake resistance value for vacuum cleaned filter operation. Three different filter media were tested and the determined parameters were compared to each other.

Keywords: Design of dust filter, Dust removing, Filter regeneration, Operation parameters.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1882

Authors: Kayvan Ahmadi, Hossein Shamsi

Abstract:

This paper proposes a low-voltage and low-power fully integrated digitally tuned continuous-time channel selection filter for WiMAX applications. A 5th-order elliptic low-pass filter is realized in a Gm-C topology. The bandwidth of the fully differential filter is reconfigurable from 2.5MHz to 20MHz (8x) for different requirements in WiMAX applications. The filter is simulated in a standard 90nm CMOS process. Simulation results show the THD (@Vout =100mVpp) is less than -66dB. The in-band ripple of the filter is about 0.15dB. The filter consumes 1.5mW from a supply voltage of 0.9V.

Keywords: Common-mode feedback, continuous-time, fully differential transconductor, Gm-C topology, low-voltage

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1558

Authors: Jesus Orbe, Vicente Nunez-Anton

Abstract:

This paper studies the duration or survival time of commercial banks active in the Moscovian three month Rouble deposits market, during the 1994-1997 period. The privatization process of the Russian commercial banking industry, after the 1988 banking reform, caused a massive entry of new banks followed by a period of high rates of exit. As a consequence, many firms went bankrupt without refunding their deposits. Therefore, both for the banks and for the banks- depositors, it is of interest to analyze which are the significant characteristics that motivate the exit or the closing of the bank. We propose a different methodology based on penalized weighted least squares which represents a very general, flexible and innovative approach for this type of analysis. The more relevant results are that smaller banks exit sooner, banks that enter the market in the last part of the study have shorter durations. As expected, the more experienced banks have a longer duration in the market. In addition, the mean survival time is lower for banks which offer extreme interest rates.

Keywords: Banking, censored, duration, Kaplan-Meier.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1511

Authors: Zong Chen, Li Zhang

Abstract:

Median filter is widely used to remove impulse noise without blurring sharp edges. However, when noise level increased, or with thin edges, median filter may work poorly. This paper proposes a new filter, which will detect edges along four possible directions, and then replace noise corrupted pixel with estimated noise-free edge median value. Simulations show that the proposed multi-stage directional median filter can provide excellent performance of suppressing impulse noise in all situations.

Keywords: Impulse noise, Median filter, Multi-stage, Edgepreserving

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2296

Authors: Mehmet Sagbas, Kemal Fidanboylu, Mehmet C. Bayram

Abstract:

A new current-mode multifunction filter using minimum number of passive elements is proposed. The proposed filter has single-input and four high-impedance outputs. It uses four passive elements (two capacitors and two resistors) and four dual output second generation current conveyors. Each output provides a different filter response, namely, low-pass, high-pass, band-pass and band-reject. The sensitivity analysis is also carried out on both ideal and non-ideal filter configurations. The validity of the proposed filter is verified through PSPICE simulations.

Keywords: Active filter, Universal filter, Currentconveyors.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1469

Authors: Iveta Řepková

Abstract:

The aim of this paper is to estimate the efficiency of the Slovak commercial banks employing the Data Envelopment Analysis (DEA) window analysis approach during the period 2003-2012. The research is based on unbalanced panel data of the Slovak commercial banks. Undesirable output was included into analysis of banking efficiency. It was found that most efficient banks were Postovabanka, UniCredit Bank and Istrobanka in CCR model and the most efficient banks were Slovenskasporitelna, Istrobanka and UniCredit Bank in BCC model. On contrary, the lowest efficient banks were found Privatbanka and CitiBank. We found that the largest banks in the Slovak banking market were lower efficient than medium-size and small banks. Results of the paper is that during the period 2003-2008 the average efficiency was increasing and then during the period 2010-2011 the average efficiency decreased as a result of financial crisis.

Keywords: Data Envelopment Analysis, efficiency, Slovak banking sector, window analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2606

Authors: Mohd Amaluddin Yusoff

Abstract:

In this paper, we consider the design of pulse shaping filter using orthogonal Hermite-Rodriguez basis functions. The pulse shaping filter design problem has been formulated and solved as a quadratic programming problem with linear inequality constraints. Compared with the existing approaches reported in the literature, the use of Hermite-Rodriguez functions offers an effective alternative to solve the constrained filter synthesis problem. This is demonstrated through a numerical example which is concerned with the design of an equalization filter for a digital transmission channel.

Keywords: channel equalization filter, Hermite-Rodriguez, pulseshaping filter, quadratic programming.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1906

Authors: H. Ghanbarpour Asl, S. H. Pourtakdoust

Abstract:

Extended Kalman Filter (EKF) is probably the most widely used estimation algorithm for nonlinear systems. However, not only it has difficulties arising from linearization but also many times it becomes numerically unstable because of computer round off errors that occur in the process of its implementation. To overcome linearization limitations, the unscented transformation (UT) was developed as a method to propagate mean and covariance information through nonlinear transformations. Kalman filter that uses UT for calculation of the first two statistical moments is called Unscented Kalman Filter (UKF). Square-root form of UKF (SRUKF) developed by Rudolph van der Merwe and Eric Wan to achieve numerical stability and guarantee positive semi-definiteness of the Kalman filter covariances. This paper develops another implementation of SR-UKF for sequential update measurement equation, and also derives a new UD covariance factorization filter for the implementation of UKF. This filter is equivalent to UKF but is computationally more efficient.

Keywords: Unscented Kalman filter, Square-root unscentedKalman filter, UD covariance factorization, Target tracking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4785