# Analysis, design, and performance limitations of optimal filtering in the presence of an additional input with known frequency

Saberi, Ali and Stoorvogel, Anton A. and Sannuti, Peddapullaiah (2004) *Analysis, design, and performance limitations of optimal filtering in the presence of an additional input with known frequency.* In: American Control Conference, ACC 2004, 30 June - 2 July 2004, Boston, Massachusetts, USA.

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Abstract: | The standard optimal filtering problem considers the estimation of a certain output based on the measured output when the input is a zero mean white noise stochastic process of known intensity. In this paper, the inputs are considered to be of two types. The first type of input, as in standard optimal filtering, is a zero mean wide sense stationary white noise, while the second type is a linear combination of sinusoidal signals each of which has an unknown amplitude and phase but known frequency. Under such inputs, a generalized optimal filtering problem is formulated here. As in the standard optimal filtering problem, the generalized optimal filtering problem seeks to find a linear stable unbiased filter (called the generalized optimal filter) that estimates a desired output while utilizing the measured output such that the norm of the transfer matrix from the white noise input to the estimation error is minimized. The analysis, design, and performance limitations of generalized optimal filters are presented here. |

Item Type: | Conference or Workshop Item |

Copyright: | © 2004 IEEE |

Faculty: | Electrical Engineering, Mathematics and Computer Science (EEMCS) |

Research Group: | |

Link to this item: | http://purl.utwente.nl/publications/69070 |

Official URL: | http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=1384444&isnumber=30159 |

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