Signal processing system

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364572, 364724, 364825, G06F 1520, G06G 748

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active

044620810

ABSTRACT:
Apparatus and a related method for generating an estimate of the current state of an information source based upon the observed current and previous states of a related signal and on estimates of the effects of noise. The apparatus includes a state change probability matrix defining the probabilities of all possible state changes that the source is capable of assuming, states, a noise model for generating a set of probabilities indicative of the likelihood that an observed value of the signal would have occurred if the source were in each of its possible states, and circuitry for combining the set of probabilities from the noise model with the set of probabilities from the state change matrix, to provide a probability distribution indicative of the current underlying value of the source. The apparatus also includes a normalization circuit to maintain the sum of the probabilities in the resultant distribution at unity, and an appropriate circuit for computing an estimate of the underlying source state from the probability distribution.

REFERENCES:
patent: 3400370 (1968-09-01), Fukamachi
patent: 3833797 (1974-09-01), Grobman et al.
patent: 4090243 (1978-05-01), Kotera et al.
"An Inequality and Associated Maximization Technique in Statistical Estimation for Probabilistic Functions of Markov Processes", Inequalities, vol. 3, 1972, Lenard Baum, Academic Press.
"Estimation Theory and Applications", pp. 175-185, Nasser E. Nahi, Robert E. Krieger Pub. Company, Huntington, N.Y., 1976.

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