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A State Estimation Using a Digital Filter Based on a System Model of the Transition Probability Type and Its Application to the Sound Environment

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The phenomena observed in the actual sound environment are inevitably contaminated by additional external noise of arbitrary distribution.

Furthermore, the actual stochastic process shows various types of linear and nonlinear lime transition forms and cannot be exactly expressed only by simple models which smooth the fluctuation pattern of the time series data. In this paper, a digital filler for estimating a specific signal under the existence of an external noise with various forms of probability distribution is proposed by introducing a system model of the transition probability type. The effectiveness of the proposed theoretical method is experimentally confirmed by applying it to the actual problem of estimation of the sound environment.


Die in einer realen akustischen Umgebung zu beobachtenden Erscheinungen sind stets mit zusätzlichem äußeren Lärm mit willkürlicher Verteilung behaftet. Weiterhin zeigt der tatsächliche stochastische Prozeß verschiedene Formen linearer und nichtlinearer zeitlicher Übergänge und kann daher mit einem einfachen Glättungsmodell nicht genau beschrieben werden. In dieser Arbeit wird ein Digitalfilter für die Schätzung eines speziellen Signals bei Anwesenheit eines äußeren Geräuschs mit verschiedenen Wahrscheinlichkeitsverteilungen vorgeschlagen, wobei ein Systemmodell mit Übergangswahrscheinlichkeiten eingeführt wird. Die Wirksamkeit der vorgeschlagenen theoretischen Methode wird experimentell durch Anwendung auf das tatsächliche Schätzproblem der akustischen Umgebung bestätigt.


Les phénomènes observés en environnement acoustique réel sont inévitablement entachés d'un bruit externe de distribution quelconque. De plus, les processus stochastiques observés présentent des formes temporelles de transitions diverses, linéaires et non linéaires, et on ne peut pas les traduire exactement par des modèles simples qui lissent les fluctuations temporelles des données. Dans cet article, nous proposons une technique de filtrage numérique pour l'estimation d'un signal donné mélange à un bruit externe ayant différentes formes de distribution de probabilité, en introduisant un modèle du type de probabilité de transition. L'efficacité de la méthode théorique proposée est confirmée expérimentalement sur un problème réel d'estimation d'environnement sonore.
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Document Type: Research Article

Publication date: March 1, 1995

More about this publication?
  • Acta Acustica united with Acustica, published together with the European Acoustics Association (EAA), is an international, peer-reviewed journal on acoustics. It publishes original articles on all subjects in the field of acoustics, such as general linear acoustics, nonlinear acoustics, macrosonics, flow acoustics, atmospheric sound, underwater sound, ultrasonics, physical acoustics, structural acoustics, noise control, active control, environmental noise, building acoustics, room acoustics, acoustic materials, acoustic signal processing, computational and numerical acoustics, hearing, audiology and psychoacoustics, speech, musical acoustics, electroacoustics, auditory quality of systems. It reports on original scientific research in acoustics and on engineering applications. The journal considers scientific papers, technical and applied papers, book reviews, short communications, doctoral thesis abstracts, etc. In irregular intervals also special issues and review articles are published.
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