A digital filter for stochastic systems with unknown structure and its application to psychological evaluation of sound environment

The actual sound environment system exhibits various types of linear and nonlinear characteristics, and it often contains an unknown structure. Furthermore, the observations in the sound environment are often in the level-quantized form. In this paper, a method for estimating the specific signal for a sound environment system with unknown structure and the quantized observation is proposed by introducing a system model of the conditional probability type. The effectiveness of the proposed theoretical method is confirmed by applying it to the actual problem of psychological evaluation for the sound environment.

I. Introduction

The internal physical mechanism of actual sound environment system is often difficult to recognize analytically, and it contains unknown structural characteristics. Furthermore, the stochastic process observed in the actual phenomenon exhibits complex fluctuation pattern and there exist potentially various nonlinear correlations in addition to the linear correlation between input and output time series.