DocumentCode
281181
Title
Instability trends in the fast Kalman and FTF algorithms
Author
Levin, M.D. ; Cowan, C.F.N.
Author_Institution
Dept. of Electron. & Electr. Eng., Loughborough Univ. of Technol., UK
fYear
1992
fDate
33914
Firstpage
42430
Lastpage
42434
Abstract
The authors investigate the effects that the forgetting factor and the order of the filter have on the stability of the fast Kalman and fast transversal filters algorithms for adaptive system identification, and suggest reasons for the differences in behaviour of the two versions of the latter algorithm
Keywords
Kalman filters; adaptive filters; convergence of numerical methods; digital filters; least squares approximations; adaptive system identification; fast Kalman filter algorithms; fast transversal filters algorithms; forgetting factor; numerical instability; stability;
fLanguage
English
Publisher
iet
Conference_Titel
Digital and Analogue Filters and Filtering Systems, IEE Twelfth Saraga Colloquium on
Conference_Location
London
Type
conf
Filename
193755
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