Imprecise expectations for imprecise linear filtering

Abstract

In most sensor measure based applications, the raw sensor signal has to be processed by an appropriate filter to increase the signal-to-noise ratio or simply to recover the signal to be measured. In both cases, the filter output is obtained by convoluting the sensor signal with a supposedly known appropriate impulse response. However, in many real life situations, this impulse response cannot be precisely specified. The filtered value can thus be considered as biased by this arbitrary choice of one impulse response among all possible impulse responses considered in this specific context. In this paper, we propose a new approach to perform filtering that aims at computing an interval valued signal containing all outputs of filtering processes involving a coherent family of conventional linear filters. This approach is based on a very straightforward extension of the expectation operator involving appropriate concave capacities.