カラード・ノイズにより振幅変調された信号の予測

概要

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The problem of the rejection of the A, M coupling colored noises to the signal is discussed here in Wiener's sense. In this paper, it is assumed in advance that the signal and the noise are the stationary and ergodic random processes, and are statistically independent of each other. On this assumption the optimum predictor is defined here with regard to the least mean-square-error of the actual output from the desired output. The procedure to synthesize the generalized optimum linear time-invariant filter with infinite Memory for A, M coupling noises is reduced to the problem of the solution of the Wiener-Hopf integral equation. As an illustrative example, here is shown a typical solution of Wiener-Hopf integral equation in the case that the signal and the noise have the same dumped exponential type Auto-correlation function.
明治大学の論文