Adaptive approximation of feedback rank filters for continuous signals

摘要

Rank-based nonlinear filtering techniques are steadily gaining in popularity due to their robustness. However, the analog implementation of these techniques meets with considerable conceptual and practical difficulties. Here we describe an adaptive approximation for a rank filter of a continuous signal expressed in terms of a system of differential equations easily implementable in an analog circuit. The design is based on consideration of the finite precision of physical measurements, which leads to simple and efficient implementation of many traditionally digital analysis tools. We also illustrate the perfonnance of the adaptive approximation filter in comparison with the respective 'exact' rank filter in a boxcar moving window.