State estimation in noise

Abstract

There are a number of signal processing approaches called filtering:

• 1. signal frequency content shapers, including notch filters for removing power line noise and band-pass filters for extracting desirable signals such as AM radio broadcasts from the environment;

• 2. detection filters such as matched filters for indicating the presence or absence of certain signal types, such as radar pulses and discrete symbols in communication networks; and;

• 3. state estimation filters for inferring estimates of signal states from available measurements and noise.