Detection, estimation, and prediction of an unknown signal in unknown noise: the correlation filter

Gee-In Goo

doi:10.1117/12.262606

27 December 1996 Detection, estimation, and prediction of an unknown signal in unknown noise: the correlation filter

Gee-In Goo

Proceedings Volume 2969, Second International Conference on Optical Information Processing; (1996) https://doi.org/10.1117/12.262606
Event: Second International Conference on Optical Information Processing, 1996, St. Petersburg, Russian Federation

Abstract

There is no question to most that Gauss developed the concept of least-square estimation which was stimulated by his astronomical studies. This concept was discribed in Gausss book, Theoria Mows. This contribution and insight provided by Gauss has inspired many researchers in estimation theory over the past 200 years. These developments include the Weiner Filter, Kalman Filter, Stochastic Estimation, Bayesian Estimation, Maximu m Likehood Estimation, Auto-Regression and the Robust Filtering, just to name a few. However, during the recent decades, the need for detection and estimation of unknown signal in unknown noise background necessitated the development of correlation techniques for detection ( many correlation techniques were developed for identification). The problems in detection of unknown signals in unknown noise are common in anti-submarine warfare (ASW), automatic target recognition (ATR) and in Infrared search ands Tracking (IRST) of IR images and ocean environment. Author's research in target detection in JR images and ocean environments let to his development of the "Correlation Filter". Correlation Filter became a part of his doctoral dissertation on a Generalized Filter where he has shown that all filters, Weiner, Kalman and Correlation Filters, are related through a "Constrained Gain Matrix" and that the Correlation Filter is a special case of the Weiner Filter, reference 2. This paper presents the derivation of the Correlation Filter for detection and estimation of unknown signals in unknown noise backgrounds and some applications. Reference 1 included two algorithms of his classified DoD applications.

Citation Download Citation

Gee-In Goo "Detection, estimation, and prediction of an unknown signal in unknown noise: the correlation filter", Proc. SPIE 2969, Second International Conference on Optical Information Processing, (27 December 1996); https://doi.org/10.1117/12.262606

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available

Members: $17.00

Non-members: $21.00 ADD TO CART

PROCEEDINGS
16 PAGES

DOWNLOAD PAPER SAVE TO MY LIBRARY

GET CITATION

RIGHTS & PERMISSIONS

Get copyright permission Get copyright permission on Copyright Marketplace

KEYWORDS

Image filtering

Electronic filtering

Filtering (signal processing)

Interference (communication)

Optical filters

Signal detection

Target detection

Show All Keywords

Keywords/Phrases

Search In:

Publication Years