Efficient reconstruction of band-limited sequences from nonuniformly decimated versions by use of polyphase filter banks

An efficient polyphase structure for the reconstruction of a band-limited sequence from a nonuniformly decimated version is developed. Theoretically, the reconstruction involves the implementation of a bank of multilevel filters, and it is shown that how all these reconstruction filters can be obtained at the cost of one Mth band low-pass filter and a constant matrix multiplier. The resulting structure is therefore more general than previous schemes. In addition, the method offers a direct means of controlling the overall reconstruction distortion T(z) by appropriate design of a low-pass prototype filter P(z). Extension of these results to multiband band-limited signals and to the case of nonconsecutive nonuniform subsampling are also summarized, along with generalizations to the multidimensional case. Design examples are included to demonstrate the theory, and the complexity of the new method is seen to be much lower than earlier ones

Robust Kalman tracking and smoothing with propagating and non-propagating outliers

A common situation in filtering where classical Kalman filtering does not perform particularly well is tracking in the presence of propagating outliers. This calls for robustness understood in a distributional sense, i.e.; we enlarge the distribution assumptions made in the ideal model by suitable neighborhoods. Based on optimality results for distributional-robust Kalman filtering from Ruckdeschel[01,10], we propose new robust recursive filters and smoothers designed for this purpose as well as specialized versions for non-propagating outliers. We apply these procedures in the context of a GPS problem arising in the car industry. To better understand these filters, we study their behavior at stylized outlier patterns (for which they are not designed) and compare them to other approaches for the tracking problem. Finally, in a simulation study we discuss efficiency of our procedures in comparison to competitors.Comment: 27 pages, 12 figures, 2 table

One- and two-level filter-bank convolvers

In a recent paper, it was shown in detail that in the case of orthonormal and biorthogonal filter banks we can convolve two signals by directly convolving the subband signals and combining the results. In this paper, we further generalize the result. We also derive the statistical coding gain for the generalized subband convolver. As an application, we derive a novel low sensitivity structure for FIR filters from the convolution theorem. We define and derive a deterministic coding gain of the subband convolver over direct convolution for a fixed wordlength implementation. This gain serves as a figure of merit for the low sensitivity structure. Several numerical examples are included to demonstrate the usefulness of these ideas. By using the generalized polyphase representation, we show that the subband convolvers, linear periodically time varying systems, and digital block filtering can be viewed in a unified manner. Furthermore, the scheme called IFIR filtering is shown to be a special case of the convolver