64 3 Methods of Noise Reduction
The output signal has two parts. The part desired is due to the unknown input
signal )(
tu and the undesired part due to all noise inputs
)()()(
tntyty
n
+=
(3.2)
In order to determine the input signal ),(
tu the measured output signal )(ty
must be
k times differentiated, according to (3.1). The noise output would also be
k times differentiated, and as a result the noise would increase significantly. For
this reason, the noise should be reduced by filtering before the analogue-to-digital
conversion of the signal. Good results of filtering are provided by the weighted
mean method that is based on the determination of
)(ty function
∫
−
∫
−
=
+
−
+
−
δ
δ
δ
δ
τ
τ
t
t
t
t
n
dtτg
dtτgτy
ty
)(
)()(
)(
(3.3)
where
)(ty is the weighted mean, )( tτg − is the weight function,
2 is the
width of the intervals of averaging.
The properties of averaging depend on the width of the interval
2 and on the
form of the function ).( t
τg − Aiming at filtration, the function )( tτg − and its
successive derivatives with respect to
should be equal to zero at the ends of the
averaging intervals ),(
δ
−t )(
δ
+t
...,2,1,00)()(
)()(
==+=− ktgtg
kk
δδ
(3.4)
and reach the maximum value in the middle of them.
In order to simplify calculations, it is convenient to normalize the denominator
of Eq. (3.3). Let
∫
−=
+
−
δ
δ
ττ
t
t
dtgd )(
(3.5)
then the normalized weighted mean is given as
∫
−=
+
−
−
δ
δ
t
t
n
dτtτgτydty )()()(
1
(3.6)
It is easy to check, that the
th−k derivative of )(ty is given by the following
equation
∫
−−=
+
−
−
δ
δ
t
t
k
n
k
dτtτgτydty )()()1()(
)(1
(3.7)
Substituting (3.2) into (3.7) we have
∫
−−+
∫
−−=
+
−
−
+
−
−
δ
δ
δ
δ
t
t
kk
t
t
kk
n
dτtτgτnddτtτgτydty )()()1()()()1()(
)(1)(1
(3.8)