Patent ID: 8527266

Claim:
A noise suppression apparatus that estimates desired information from only observed information in which noise is mixed with the desired information, the noise suppression apparatus comprising: a correlation computation section configured to calculate a correlation matrix (P p1 (n+1|n)), resp. a correlation value (P p2 (n+1|n)[1,1]) of an estimation error at time n+1, when a system state vector (x p1 (n+1),x p2 (n+1)) at time n+1, including the desired information (d(n+1)), is estimated based on observed information up to time n; a weighting coefficient calculation section configured to use the correlation matrix, resp. the correlation value, to calculate a weighting vector (k p1 (n+1)), resp. a weighting coefficient (k p2 (n+1)[1]), for specifying a relationship between an optimum estimate of the state vector at time n+1 based on observed information up to time n+1({circumflex over (x)} p1 (n+1|n+1)), an optimum estimate of the state vector at time n+1 based on observed information up to time n({circumflex over (x)} p1 (n+1|n)), and an estimation error of an observed information at time n+1 only, resp. a relationship between an optimum estimate of the state vector at time n+1 based on observed information up to time n+1 ({circumflex over (x)} p2 (n+1|n+1)) and observed information at time n+1 only (y p2 (n+1)); and an optimum estimate calculation section configured to use the relationship, to calculate an optimum estimate of the state vector at time n+1 based on observed information up to time n+1 ({circumflex over (x)} p1 (n+1|n+1),{circumflex over (x)} p2 (n+1|n+1)), wherein the noise suppression apparatus uses a Kalman filter based on a system state model having the desired information (d(n+1)) as driving source.