Optimum Filter for Colored Noise

Optimum Filter for Colored Noise

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In this chapter the following topics are discussed: colored RC noise; rational kernel; integral equation; mixed kernel; infinite observation interval; and maximum signal-to-noise ratio.

Chapter Contents:

  • 6.1 Introduction
  • 6.2 Colored RC Noise
  • 6.3 Solution of the Integral Equation for the Rational Kernel
  • 6.4 A Mixed Kernel (White plus Colored Noise)
  • 6.5 Colored Noise with Infinite Observation Interval
  • 6.6 Maximum Signal-to-Noise ratio
  • Problems
  • References

Inspec keywords: filtering theory; integral equations

Other keywords: rational kernel; colored RC noise; optimum filter; maximum signal-to-noise ratio; infinite observation interval; mixed kernel; integral equation

Subjects: Signal processing theory; Integral equations (numerical analysis); Filtering methods in signal processing; Integral equations (numerical analysis)

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