A PRACTICAL TRIAL OF DYNAMICAL STATE ESTIMATION FOR NON-GAUSSIAN RANDOM VARIABLE WITH AMPLITUDE LIMITATION AND ITS APPLICATION TO THE REVERBERATION TIME MEASUREMENT

Citation
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
Citations number
NO
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Engineering, Eletrical & Electronic","Computer Applications & Cybernetics
ISSN journal
0916-8508
Volume
E76A
Issue
9
Year of publication
1993
Pages
1392 - 1402
Database
ISI
SICI code
0916-8508(1993)E76A:9<1392:APTODS>2.0.ZU;2-L
Abstract
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