Title :
Adaptive stochastic filter
Author :
Canales, Timothy J. ; Etter, Delores M.
Author_Institution :
Gulton Data Syst., Albuquerque, NM, USA
Abstract :
A filter characterized by randomly time-varying parameters is known as a stochastic filter. A stochastic filter embedded in an adaptive structure can be self-tuned in terms of its statistical transfer function to allow the adaptive structure to converge to an optimum point of operation. The theory of adaptive stochastic filtering is presented and demonstrated
Keywords :
adaptive filters; filtering and prediction theory; stochastic processes; transfer functions; adaptive stochastic filtering; adaptive structure; randomly time-varying parameters; self-tuned; statistical transfer function; stochastic filter; Adaptive filters; Data systems; Difference equations; Green´s function methods; Irrigation; Nonlinear filters; Stochastic processes; Stochastic systems; Time varying systems; Transfer functions;
Conference_Titel :
Circuits and Systems, 1989., Proceedings of the 32nd Midwest Symposium on
Conference_Location :
Champaign, IL
DOI :
10.1109/MWSCAS.1989.101928
