Title :
Stack filters and the mean absolute error criterion
Author :
Coyle, Edward J. ; Lin, Jean-Hsang
Author_Institution :
Sch. of Electr. Eng., Purdue Univ., West Lafayette, IN, USA
fDate :
8/1/1988 12:00:00 AM
Abstract :
A method to determine the stack filter which minimizes the mean absolute error between its output and a desired signal, given noisy observations of this desired signal, is presented. Specifically, an optimal window-width-b stack filter can be determined with a linear program with O(b2b) variables. This algorithm is efficient since the number of different inputs to a window-width-b filter is Mb if the filter has M-valued input and the number of stack filters grows faster than 2 raised to the 2b/2 power. It is shown that optimal stack filtering under the mean-absolute-error criterion is analogous to optimal linear filtering under the mean-squared-error criterion: both linear filters and stack filters are defined by superposition properties, both classes are implementable, and both have tractable procedures for finding the optimal filter under an appropriate error criterion
Keywords :
errors; filtering and prediction theory; filters; noise; linear program; mean absolute error criterion; mean-squared-error criterion; noisy observations; optimal linear filtering; optimal stack filtering; stack filter; window-width-b filter; Boolean functions; Filtering; Maximum likelihood detection; Nonlinear filters; Sorting; Stacking; Sufficient conditions;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on