A NOVEL APPROACH TO STATE SPACE TIME DOMAIN AUTOREGRESSIVE SIGNAL PROCESSING USING OPTIMAL RECURSIVE ESTIMATOR


Jawahar A, Murali Krishna P, Kiran Ss

Abstract


This work describes the concept of filtering of signals using discrete Kalman filter. The true state of constant, random constant having process noise and autoregressive (p) process when corrupted by measurement noise are estimated using discrete Kalman filter and results are presented using MATLAB.


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References


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About this article

Title

A NOVEL APPROACH TO STATE SPACE TIME DOMAIN AUTOREGRESSIVE SIGNAL PROCESSING USING OPTIMAL RECURSIVE ESTIMATOR

Date

01-07-2018

Additional Links

Manuscript Submission

Journal

Innovare Journal of Engineering & Technology
Vol 6 Issue 1, 2018 (Jan-June) Page: 6-9

Online ISSN

2347-1573

Authors & Affiliations

Jawahar A
Department of EEE, Sanketika Institute of Technology and Management, Visakhapatnam, Andhra Pradesh, India.
India

Murali Krishna P
Department of Electrical Engineer, National Operation and Maintenance Company Limited, Jeddah, Saudi Arabia.
Saudi Arabia

Kiran Ss
Department of ECE, Sanketika Institute of Technology and Management, Visakhapatnam, Andhra Pradesh, India.
India


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