Multiresolution extended Kalman filter to estimate parameters of a passive acoustic signal

Anthony Reid

doi:10.1117/12.217637

1 September 1995 Multiresolution extended Kalman filter to estimate parameters of a passive acoustic signal

Anthony Reid

Proceedings Volume 2569, Wavelet Applications in Signal and Image Processing III; (1995) https://doi.org/10.1117/12.217637
Event: SPIE's 1995 International Symposium on Optical Science, Engineering, and Instrumentation, 1995, San Diego, CA, United States

Abstract

This paper investigates the application of a multiresolution extended Kalman filter to estimate signal parameters of a passive helicopter signal impinging upon a simple acoustic array of microphones. This approach circumvents some of the problems associated with the initial phase estimate when using an extended Kalman filter to estimate signal parameters of a passive signal. A multiresolution extended Kalman filter uses a wavelet transform to form filter observations at multi-scale resolutions. These wavelet transformed observations are processed from coarser scales to finer scales to jointly estimate all signal parameters including signal phase. By using multi-resolution observations the extended Kalman filter can tolerate larger initial phase errors than a conventional extended Kalman filter. Once the filter has been initialized using the wavelet transformed observations, the filter then uses the highest resolution observations (i.e. not wavelet transformed) from that time on.

Citation Download Citation

Anthony Reid "Multiresolution extended Kalman filter to estimate parameters of a passive acoustic signal", Proc. SPIE 2569, Wavelet Applications in Signal and Image Processing III, (1 September 1995); https://doi.org/10.1117/12.217637

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