A Generalized Matched Filter

Document type: Conference Papers
Peer reviewed: Yes
Author(s): Jan-Olof Gustavsson, Per Ola Börjesson
Title: A Generalized Matched Filter
Conference name: 3rd international symposium on signal processing and its applications - ISSPA 92
Year: 1992
Pagination: 16-22 vol.1
ISBN: 0-909394-28-8
Publisher: IREE Australia
City: Gold Coast, Australia
Organization: Blekinge Institute of Technology
Department: Dept. of Signal Processing (Institutionen för signalbehandling)
Dept. of Signal Processing S-372 25 Ronneby
+46 455 780 00
Language: English
Abstract: Parameter estimation in additive independent identically distributed noise is treated. It is shown that there exists a generalized form of the matched filter which can be used for an arbitrary noise distribution to make e.g. ML-, MAP- or MMSE-estimates of a parameter vector. Simulations are presented to illustrate the performance.
Subject: Signal Processing\Detection and Classification
Keywords: filtering and prediction theory, matched filters, maximum likelihood estimation, parameter estimation, signal processing