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Non-linear and signal energy optimal asymptotic filter design

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Author(s): Josef Hrusak | Vaclav Cerny

Journal: Journal of Systemics, Cybernetics and Informatics
ISSN 1690-4532

Volume: 1;
Issue: 5;
Start page: 55;
Date: 2003;
Original page

Keywords: signal energy | convergence | equivalence | causality | invariance | signal power | structure

ABSTRACT
The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency domain linear filters such as Chebyshev, Butterworth, Bessel, etc. A new non-stochastic but not necessarily deterministic (possibly non-linear) alternative approach called asymptotic filtering based mainly on the concepts of signal power, signal energy and a system equivalence relation plays an important role in the presentation. Filtering error invariance and convergence aspects are emphasized in the approach. It is shown that introducing the signal power as the quantitative measure of energy dissipation makes it possible to achieve reasonable results from the optimality point of view as well. The property of structural energy dissipativeness is one of the most important and fundamental features of resulting filters. Therefore, it is natural to call them asymptotic filters. The notion of the asymptotic filter is carried in the paper as a proper tool in order to unify stochastic and non-stochastic, linear and nonlinear approaches to signal filtering.
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