Kalman filterFor statistics and control theory, Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, including statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. Kálmán, who was one of the primary developers of its theory.
Particle filterParticle filters, or sequential Monte Carlo methods, are a set of Monte Carlo algorithms used to find approximate solutions for filtering problems for nonlinear state-space systems, such as signal processing and Bayesian statistical inference. The filtering problem consists of estimating the internal states in dynamical systems when partial observations are made and random perturbations are present in the sensors as well as in the dynamical system.
Viterbi decoderA Viterbi decoder uses the Viterbi algorithm for decoding a bitstream that has been encoded using a convolutional code or trellis code. There are other algorithms for decoding a convolutionally encoded stream (for example, the Fano algorithm). The Viterbi algorithm is the most resource-consuming, but it does the maximum likelihood decoding. It is most often used for decoding convolutional codes with constraint lengths k≤3, but values up to k=15 are used in practice. Viterbi decoding was developed by Andrew J.
Matched filterIn signal processing, a matched filter is obtained by correlating a known delayed signal, or template, with an unknown signal to detect the presence of the template in the unknown signal. This is equivalent to convolving the unknown signal with a conjugated time-reversed version of the template. The matched filter is the optimal linear filter for maximizing the signal-to-noise ratio (SNR) in the presence of additive stochastic noise.
Decoding methodsIn coding theory, decoding is the process of translating received messages into codewords of a given code. There have been many common methods of mapping messages to codewords. These are often used to recover messages sent over a noisy channel, such as a binary symmetric channel. is considered a binary code with the length ; shall be elements of ; and is the distance between those elements. One may be given the message , then ideal observer decoding generates the codeword .
Error correction codeIn computing, telecommunication, information theory, and coding theory, forward error correction (FEC) or channel coding is a technique used for controlling errors in data transmission over unreliable or noisy communication channels. The central idea is that the sender encodes the message in a redundant way, most often by using an error correction code or error correcting code (ECC). The redundancy allows the receiver not only to detect errors that may occur anywhere in the message, but often to correct a limited number of errors.
Erasure codeIn coding theory, an erasure code is a forward error correction (FEC) code under the assumption of bit erasures (rather than bit errors), which transforms a message of k symbols into a longer message (code word) with n symbols such that the original message can be recovered from a subset of the n symbols. The fraction r = k/n is called the code rate. The fraction k’/k, where k’ denotes the number of symbols required for recovery, is called reception efficiency.
Sensor fusionSensor fusion is the process of combining sensor data or data derived from disparate sources such that the resulting information has less uncertainty than would be possible when these sources were used individually. For instance, one could potentially obtain a more accurate location estimate of an indoor object by combining multiple data sources such as video cameras and WiFi localization signals.
Wiener filterIn signal processing, the Wiener filter is a filter used to produce an estimate of a desired or target random process by linear time-invariant (LTI) filtering of an observed noisy process, assuming known stationary signal and noise spectra, and additive noise. The Wiener filter minimizes the mean square error between the estimated random process and the desired process. The goal of the Wiener filter is to compute a statistical estimate of an unknown signal using a related signal as an input and filtering that known signal to produce the estimate as an output.
Analogue filterAnalogue filters are a basic building block of signal processing much used in electronics. Amongst their many applications are the separation of an audio signal before application to bass, mid-range, and tweeter loudspeakers; the combining and later separation of multiple telephone conversations onto a single channel; the selection of a chosen radio station in a radio receiver and rejection of others.
