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1、ComparisonofKalmanFilterandWaveletFilterforDenoisingSedaPostalclogluKadirErkanEmineDogruBolatKocaeliUniversity,FacultyofKocaeliUniversity,FacultyofKocaeliUniversity,FacultyofTechnicalEducationDepartnentTechnicalEducationDepartmnentofTechnicalEducationDepartmentof
2、Electronics&Computer,Kocaeli,ofElectronics&Computer,TurkiyeElectronics&Computer,Kocaeli,Kocaeli,TurkiyeE-mail:erkan@kou.edu.trTurkiyeE-mail:postalcioglu@ieee.orgE-mail:ebolat@ieee.orgAbstract-Thispaperpresentsdenoisingthesignalusingzeroandshrinkstherestofthecoeff
3、icientsbythethresholdWaveletfilterandKalmanfilter.Thenoiseiszeromeanand(soft-thresholding)orleavesthemwithoutchangethevariancevalueis0,001.Kalmanfilterremovesdisturbances(hard-thresholding)[6,7].orfaultsfromthesignalbyusinginitializationandpropagationoferrorcovar
4、iancestatistics.ImplementationofKalmanfilterisimpracticalinlargescalemodelsasshownfortheoscillatorII.KALMANFILTERsystem.AsanalternativeWaveletfdterhasbeenusedforthesamesystem.Coiflet2whichisorthogonalwavelethasbeenKalmanfilterisanoptimalrecursivedataprocessinguse
5、d.Softthresholdinghasbeenapplied.Decompositionisalgorithm.Figure1representsatypicalKalmanfilterperformedatlevel9.TheresultsofWaveletfilterandKalmanapplication[8].filterareshown.ResponseofWaveletifiterisbetterwhencomparedwithKalmanfilterresult.SystemerrorsourcesI.
6、INTRODUCTIONTherearesomeimportantproblemsfortheoreticalandpracticalincommunicationandcontrolsystems.Suchasproblemsare,predictionofrandomsignals,separationofrandomsignalsfromrandomnoise[1].RudolfEmilKalmanismostfamousforhisinventionoftheKalmanfilterthatamathematic
7、aldigitalsignalprocessingtechniquewidelyusedincontrolsystems.KalmanfilterisamethodtoMeasurementerrorsourcesestimaterapidlythevalueofasystem'sresponsetoaninput.KalmanfilterremovesdisturbancesorfaultsfromthesignalFigure1ATypicalKalmanFilterApplicationbyusinginitial
8、izationandpropagationoferrorcovarianceThepurposeofKalmanfilteristoestimatethestateofstatistics[3,2].Kalmanfiltercomputesthemeanandtheasystemfrommeasurementswhi
