Signals Filtering Using Characteristic Function

D. A. Titov, Y. Veshkurtsev
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Abstract

An equation for filtering mixture of signal and noise has been studied using Lyapunov’s characteristic function. An algorithm for digital filtering the additive mixture has been developed based on the equation, and this algorithm has been simulated. The power of "white" noise after filtering is established to be reduced by five orders of magnitude, and the signal-to-noise ratio is increased by an order of magnitude.
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利用特征函数滤波信号
利用李雅普诺夫特征函数研究了信噪混合滤波的方程。在此基础上提出了一种加性混合数字滤波算法,并对该算法进行了仿真。确定滤波后的“白”噪声功率降低5个数量级,信噪比提高1个数量级。
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