Method and system for statistical filters and design of statistical filters
View Patent ↗Systems and methods for the design or implementation of statistical filters for use in the spectral shaping of transmissions are disclosed. A desired power spectrum may be mapped to find pole locations that approximate the desired spectrum. These pole locations may then be mapped to the edge or inside of an equilateral polygon lying inside a unit circle, the equilateral polygon having the same number of sides as the order of the statistical filter desired and one vertex mapped to unity, to yield a set of eigenvalues. These eigenvalues may be the eigenvalues of a stochastic matrix the elements of which may be the Markov transition probabilities for use in a statistical filter designed to achieve the desired power spectrum. Use of a statistical filter employing these Markov transition values may be utilized to shape UWB or other signals to achieve the desired power spectrum.
1. A method for implementing a statistical filter, comprising:
mapping a power spectrum to find pole locations that approximate the power spectrum; determining a set of eigenvalues, wherein determining the set of eigenvalues comprises mapping the pole locations to the edges of, or inside of, a polygon laying inside a unit circle, the polygon having the same number of sides as an order of the statistical filter and a vertex mapped to unity;
obtaining a stochastic matrix from the set of eigenvalues, wherein the stochastic matrix comprises a set of values;
storing the set of values of the stochastic matrix; and
utilizing the set of values of the stochastic matrix as transition probabilities for the statistical filter.
2. The method of claim 1 , wherein the statistical filter is operable to implement a band pass, band stop, low pass or high pass filter.
3. The method of claim 1 , wherein the stochastic matrix is a first circulant matrix.
4. The method of claim 3 , wherein obtaining the first circulant matrix comprises looking up one of the set of eigenvalues in a table.
5. The method of claim 4 , wherein each entry in the table comprises a second circulant matrix and an associated eigenvalue.
6. The method of claim 5 , wherein one or more of the second circulant matrices is determined by using a summed structure.
7. The method of claim 5 , wherein one or more of the second circulant matrices is determined by using a ring structure.
8. The method of claim 1 , wherein the statistical filter is operable for use with an utlrawideband (UWB) signal.
9. The method of claim 8 , wherein the statistical filter is operable to substantially reduce the power of the UWB signal between around 3.5 GHz and around 4.2 GHz.
10. A statistical filter, comprising:
a set of transition probabilities, the set of transition probabilities determined by:
mapping a power spectrum to find pole locations that approximate the power spectrum;
determining a set of eigenvalues, wherein determining the set of eigenvalues comprises mapping the pole locations to the edges of, or inside of, a polygon laying inside a unit circle, the polygon having the same number of sides as an order of the statistical filter and a vertex mapped to unity;
obtaining a stochastic matrix from the set of eigenvalues, wherein the stochastic matrix comprises the set of transition probabilities; and
storing the set of transition probabilities.
11. The statistical filter of claim 10 , wherein the statistical filter is operable to implement a band pass, band stop, low pass or high pass filter.
12. The statistical filter of claim 10 , wherein the stochastic matrix is a first circulant matrix.
13. The statistical filter of claim 12 , wherein obtaining the first circulant matrix comprises looking up one of the set of eigenvalues in a table.
14. The statistical filter of claim 13 , wherein each entry in the table comprises a second circulant matrix and an associated eigenvalue.
15. The statistical filter of claim 14 , wherein one or more of the second circulant matrices is determined by using a summed structure.
16. The statistical filter of claim 14 , wherein one or more of the second circulant matrices is determined by using a ring structure.
17. The statistical filter of claim 10 , wherein the statistical filter is operable for use with an utlrawideband (UWB) signal.
18. The statistical filter of claim 17 , wherein the statistical filter is operable to substantially reduce the power of the UWB signal between around 3.5 GHz and around 4.2 GHz.
19. A statistical filter for implementing a band stop filter for use with a UWB signal, comprising:
a set of transition probabilities, the set of transition probabilities determined by:
mapping a power spectrum to find pole locations that approximate the power spectrum, wherein the power spectrum has substantially reduced power between around 3.5 GHz and around 4.2 GHz.;
determining a set of eigenvalues, wherein determining the set of eigenvalues comprises mapping the pole locations to the edges of, or inside of, a polygon laying inside a unit circle, the polygon having the same number of sides as an order of the statistical filter and a vertex mapped to unity;
obtaining a circulant matrix from the set of eigenvalues, wherein the circulant matrix comprises the set of transition probabilities; and
storing the set of transition probabilities.
20. A method for implementing a statistical filter, comprising:
mapping a power spectrum to find pole locations that approximate the power spectrum;
determining a set of eigenvalues, wherein determining the set of eigenvalues comprises mapping the pole locations to the edges of, or inside of, a polygon laying inside a unit circle, the polygon having the same number of sides as an order of the statistical filter and a vertex mapped to unity;
obtaining a stochastic matrix from the set of eigenvalues, wherein the stochastic matrix comprises a set of values;
utilizing the set of values of the stochastic matrix as transition probabilities for the statistical filter; and
filtering a signal using the statistical filter.