A PRACTICAL TRIAL OF DYNAMICAL STATE ESTIMATION FOR NON-GAUSSIAN RANDOM VARIABLE WITH AMPLITUDE LIMITATION AND ITS APPLICATION TO THE REVERBERATION TIME MEASUREMENT
N. Nakasako et al., A PRACTICAL TRIAL OF DYNAMICAL STATE ESTIMATION FOR NON-GAUSSIAN RANDOM VARIABLE WITH AMPLITUDE LIMITATION AND ITS APPLICATION TO THE REVERBERATION TIME MEASUREMENT, IEICE transactions on fundamentals of electronics, communications and computer science, E76A(9), 1993, pp. 1392-1402
Most of actual environmental systems show a complicated fluctuation pa
ttern of non-Gaussian type, owing to various kinds of factors. In the
actual measurement, the fluctuation of random signal is usually contam
inated by an external noise. Furthermore, it is very often that the re
liable observation value can be obtained only within a definite fluctu
ating amplitude domain, because many of measuring equipments have thei
r proper dynamic range and original random wave form is unreliable at
the end of amplitude fluctuation. It becomes very important to establi
sh a new signal detection method applicable to such an actual situatio
n. This paper newly describes a dynamical state estimation algorithm f
or a successive observation contaminated by the external noise of an a
rbitrary distribution type, when the observation value is measured thr
ough a finite dynamic range of measurement. On the basis of the Bayes'
theorem, this method is derived in the form of a wide sense digital f
ilter, which is applicable to the non-Gaussian properties of the fluct
uations, the actual observation in a finite amplitude domain and the e
xistence of external noise. Differing from the well-known Kalman's fil
ter and its improvement, the proposed state estimation method is newly
derived especially by paying our attention to the statistical informa
tion on the observation value behind the saturation function instead o
f that on the resultant noisy observation. Finally, the proposed metho
d is experimentally confirmed too by applying it to the actual problem
for a reverberation time measurement from saturated noisy observation
s in room acoustics