DocumentCode :
1451333
Title :
Optimum eigenfilters and matched filters
Author :
Lakkis, I. ; McLernon, D.
Author_Institution :
Dept. of Electron. & Electr. Eng., Leeds Univ., UK
Volume :
32
Issue :
22
fYear :
1996
fDate :
10/24/1996 12:00:00 AM
Firstpage :
2068
Lastpage :
2070
Abstract :
The authors propose three criteria for maximising the signal-to-noise ratio in detecting a signal in noise. In the stochastic case, the optimal filter maximising the average power of the signal to the average power of the noise is an eigenfilter, and is usually considered as the stochastic counterpart of the matched filter. This interpretation is inexact. However, the optimum eigenfilter can be viewed as a filter matched to the principal component of the signal´s power spectral density. A fast, efficient technique for the computation of the optimum eigenfilter is proposed. Simulation results show the efficiency of the proposed algorithm
Keywords :
circuit noise; circuit optimisation; matched filters; signal detection; algorithm; eigenfilter; matched filter; optimum filter; power spectral density; signal detection; signal-to-noise ratio maximisation; simulation; stochastic process;
fLanguage :
English
Journal_Title :
Electronics Letters
Publisher :
iet
ISSN :
0013-5194
Type :
jour
DOI :
10.1049/el:19961407
Filename :
543820
Link To Document :
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