A Stochastic Signal Processing of Incomplete Observation Data with Amplitude Limitation and State Estimation under the Existence of Additional Noise

Mitsuo OHTA; Akira IKUTA; Naomitsu TAKAKI

A Stochastic Signal Processing of Incomplete Observation Data with Amplitude Limitation and State Estimation under the Existence of Additional Noise

Mitsuo OHTA, Akira IKUTA, Naomitsu TAKAKI

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In the measurement of actual random phenomenon, the observed data often result in a loss or are distorted due to the existence of a definite dynamic range of measurement instruments. In this study, a trial on the stochastic signal processing for the incomplete data with loss or distortion is newly proposed. Concretely, by regarding the observed data within a finite dynamic measurement range as a random variable with a amplitude saturation, a new unified expression of the probability distribution function matched to this amplitude limitation is derived in a series expansion form. Next, as an application of the above probability expression, a state estimation method based on the above incomplete observations is theoretically proposed through an establishment of wide sence digital filter under the actual situation of existence of the additional noise. Finally, the validity and the effectiveness of the proposed method are experimentally confirmed.

Publication: IEICE TRANSACTIONS on transactions Vol.E71-E No.1 pp.8-15

Publication Date: 1988/01/25

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Type of Manuscript: PAPER

Category: Digital Signal Processing

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Mitsuo OHTA
Akira IKUTA
Naomitsu TAKAKI

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Mitsuo OHTA, Akira IKUTA, Naomitsu TAKAKI, "A Stochastic Signal Processing of Incomplete Observation Data with Amplitude Limitation and State Estimation under the Existence of Additional Noise" in IEICE TRANSACTIONS on transactions, vol. E71-E, no. 1, pp. 8-15, January 1988, doi: .
Abstract: In the measurement of actual random phenomenon, the observed data often result in a loss or are distorted due to the existence of a definite dynamic range of measurement instruments. In this study, a trial on the stochastic signal processing for the incomplete data with loss or distortion is newly proposed. Concretely, by regarding the observed data within a finite dynamic measurement range as a random variable with a amplitude saturation, a new unified expression of the probability distribution function matched to this amplitude limitation is derived in a series expansion form. Next, as an application of the above probability expression, a state estimation method based on the above incomplete observations is theoretically proposed through an establishment of wide sence digital filter under the actual situation of existence of the additional noise. Finally, the validity and the effectiveness of the proposed method are experimentally confirmed.
URL: https://globals.ieice.org/en_transactions/transactions/10.1587/e71-e_1_8/_p

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@ARTICLE{e71-e_1_8,
author={Mitsuo OHTA, Akira IKUTA, Naomitsu TAKAKI, },
journal={IEICE TRANSACTIONS on transactions},
title={A Stochastic Signal Processing of Incomplete Observation Data with Amplitude Limitation and State Estimation under the Existence of Additional Noise},
year={1988},
volume={E71-E},
number={1},
pages={8-15},
abstract={In the measurement of actual random phenomenon, the observed data often result in a loss or are distorted due to the existence of a definite dynamic range of measurement instruments. In this study, a trial on the stochastic signal processing for the incomplete data with loss or distortion is newly proposed. Concretely, by regarding the observed data within a finite dynamic measurement range as a random variable with a amplitude saturation, a new unified expression of the probability distribution function matched to this amplitude limitation is derived in a series expansion form. Next, as an application of the above probability expression, a state estimation method based on the above incomplete observations is theoretically proposed through an establishment of wide sence digital filter under the actual situation of existence of the additional noise. Finally, the validity and the effectiveness of the proposed method are experimentally confirmed.},
keywords={},
doi={},
ISSN={},
month={January},}

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TY - JOUR
TI - A Stochastic Signal Processing of Incomplete Observation Data with Amplitude Limitation and State Estimation under the Existence of Additional Noise
T2 - IEICE TRANSACTIONS on transactions
SP - 8
EP - 15
AU - Mitsuo OHTA
AU - Akira IKUTA
AU - Naomitsu TAKAKI
PY - 1988
DO -
JO - IEICE TRANSACTIONS on transactions
SN -
VL - E71-E
IS - 1
JA - IEICE TRANSACTIONS on transactions
Y1 - January 1988
AB - In the measurement of actual random phenomenon, the observed data often result in a loss or are distorted due to the existence of a definite dynamic range of measurement instruments. In this study, a trial on the stochastic signal processing for the incomplete data with loss or distortion is newly proposed. Concretely, by regarding the observed data within a finite dynamic measurement range as a random variable with a amplitude saturation, a new unified expression of the probability distribution function matched to this amplitude limitation is derived in a series expansion form. Next, as an application of the above probability expression, a state estimation method based on the above incomplete observations is theoretically proposed through an establishment of wide sence digital filter under the actual situation of existence of the additional noise. Finally, the validity and the effectiveness of the proposed method are experimentally confirmed.
ER -