A Generalized Matched Filter

• Parameter estimation in additive independent identically distributed noise is treated. It is shown that there exists a generalized form of the matched filter which can be used for an arbitrary noise distribution to make e.g. ML-, MAP- or MMSE-estimates of a parameter vector. Simulations are presented to illustrate the performance.

Subject headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)

Keyword

filtering and prediction theory

matched filters

maximum likelihood estimation

parameter estimation

signal processing

Signalbehandling

Publication and Content Type

ref (subject category)

kon (subject category)