scholarly journals Data assimilation algorithm based on an approximate solution of the optimal nonlinear filtering problem

2021 ◽  
Vol 1715 ◽  
pp. 012018
Author(s):  
E G Klimova
Author(s):  
G. V. Kulikov ◽  
Trung Tien Do ◽  
E. V. Samokhina

Objectives. The widespread use of radio data transmission systems using signals with multiposition phase shift keying (MPSK) is due to their high noise immunity and the simplicity of constructing the transmitting and receiving parts of the equipment. The conducted studies have shown that the presence of non-fluctuation interference, in particular, harmonic interference, in the radio channel significantly reduces the noise immunity of receiving discrete information. The energy loss in this case, depending on the interference intensity, can range from fractions of dB to 10 db or more. Therefore, interference suppression is an important task for such radio systems. The aim of the work is to synthesize and analyze an algorithm for optimal nonlinear filtering of MPSK signals against a background of harmonic interference with a random initial phase.Methods. The provisions of the theory of optimal nonlinear signal filtering and methods of statistical radio engineering are used.Results. The synthesis and analysis of the algorithm of optimal nonlinear filtering of MPSK signals against the background of harmonic interference with a random initial phase are carried out. The synthesized receiver contains a discrete symbol evaluation unit, two phase-locked frequency circuits of reference generators that form evaluation copies of the signal and interference, and cross-links between them. Analytical expressions are obtained that allow calculating the dependences of the bit error probability on the signal-to-noise ratio and the interference intensity µ. It is established that uncompensated fluctuations of the initial phase of the useful signal have a greater effect on the receiver noise immunity than similar fluctuations of the phase of harmonic interference, especially with low positional signals.Conclusions. Comparison of the obtained results with the results obtained in the case when there are no harmonic interference compensation circuits shows that the use of the obtained phase filtering algorithms allows for almost complete suppression of harmonic interference. Thus, if µ = 0.5 and the probability of error is 10−2, the energy gain at M = 2 is about 2.5 dB, at M = 4 – about 6 dB, at M = 8 and M = 16 – at least 10 dB.


2000 ◽  
Vol 33 (16) ◽  
pp. 347-352 ◽  
Author(s):  
O.A. Stepanov ◽  
V.M. Ivanov ◽  
M.L. Korenevski

2014 ◽  
Vol 17 (3) ◽  
Author(s):  
Sabir Umarov ◽  
Frederick Daum ◽  
Kenric Nelson

AbstractIn this paper we discuss fractional generalizations of the filtering problem. The ”fractional” nature comes from time-changed state or observation processes, basic ingredients of the filtering problem. The mathematical feature of the fractional filtering problem emerges as the Riemann-Liouville or Caputo-Djrbashian fractional derivative in the associated Zakai equation. We discuss fractional generalizations of the nonlinear filtering problem whose state and observation processes are driven by time-changed Brownian motion or/and Lévy process.


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