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Estimating the order of a FIR filter for noise cancellation

机译：估计用于消除噪声的FIR滤波器的阶数

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摘要

The problem of designing a finite impulse response filter devoted to the joint process problem, and in particular to noise cancellation, is investigated. The goal is restricted to how to choose an optimal order of the FIR filter. The analysis is based on the maximization of a noise reduction criterion which is in fact perfectly matched to the desired performance, namely the minimization of residuals. The criterion includes estimation errors introduced by the substitution of the true covariance matrices for estimates. Since true covariance matrices again enter the noise reduction criterion, they must be replaced by estimates. The criterion is then modified in order to take this fact into account, but the scheme is not iterated any further. Simulations are presented for various simple cases.
机译：研究了设计有限脉冲响应滤波器的问题，该滤波器专门针对联合过程问题，尤其是噪声消除。目标限于如何选择FIR滤波器的最佳阶数。该分析基于降噪准则的最大化，该准则实际上与所需性能完全匹配，即残差最小化。该准则包括通过将真实协方差矩阵替换为估计而引入的估计误差。由于真实的协方差矩阵再次进入了降噪标准，因此必须将其替换为估算值。然后修改标准以考虑到这一事实，但是该方案不再重复。针对各种简单情况提供了仿真。

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