A novel prediction error method for the direct estimation of physically meaningful continuous-time stochastic systems based upon both measured data and a priori information is introduced. The method builds upon a block pulse function spectral formulation postulated by Nurprasetio and Fassois [20], w
A New State Estimation Method For A Quantized Stochastic Sound System Based On A Generalized Statistical Linearization
โ Scribed by E. Uchino; M. Ohta; H. Takata
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 334 KB
- Volume
- 160
- Category
- Article
- ISSN
- 0022-460X
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โฆ Synopsis
This paper describes a new method of state estimation for a stochastic sound system when the observation system is non-linear and quantized. The method is based on a generalized statistical linearization technique, with use of the two-sided Laplace transform. The non-linear quantized observation system is linearized statistically by using the generalized statistical linearization technique, with the introduction of a new type of error criterion. The resulting linearized system can be obtained analytically by using the twosided Laplace transform. As a result, linear filtering theory can then be applied to the resulting linearized system. The validity and effectiveness of this method have been confirmed by using a computer simulation and by applying it to the problem of estimating a reverberation time from room acoustics quantized observation data.
๐ SIMILAR VOLUMES
The eigenvalue problem of the time-independent Schrodinger equation is solved as usual by expanding the eigenfunctions in terms of a basis set. However, the wave-function ลฝ . expansion coefficients WECs , which are certain matrix elements of the wave operator, are determined by an iterative method.