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We firstly constructed a new dynamic state space model with little exact knowledge of the original state dynamics by using the polynomial predictive filter and state dimension extension. Then a particle filter was used to estimate the extended state, where the sum of the extended particle weights was applied to test whether the filter is convergent or not. Finally the estimate of the original state...
It is understood that the Hilbert transform pairs of orthonormal wavelet bases can only be realized approximately by the scaling filters of conjugate quadrature filter (CQF) banks. In this paper, the approximate FIR realization of the Hilbert transform pairs is formulated as an optimization problem in the sense of the lp (p=1, 2, or infinite) norm minimization on the approximate error of the magnitude...
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