Title :
Approaches to adaptive filtering
Author_Institution :
Systems Control, Inc., Palo Alto, California
Abstract :
In this expository paper, several approaches to Adaptive Filtering are discussed. The different methods are divided into four categories of (i) Bayesian Methods, (ii) Maximum Likelihood Methods, (iii) Correlation Methods, and (iv) Covariance-Matching Methods. The relationship between the methods and the difficulties associated with each method are described. New algorithms for the direct estimation of the optimal gain of a Kalman filter are given.
Keywords :
Adaptive filters; Bayesian methods; Control systems; Correlation; Estimation error; Gain measurement; Kalman filters; Maximum likelihood estimation; Noise measurement; Uncertainty;
Conference_Titel :
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location :
Austin, TX, USA
DOI :
10.1109/SAP.1970.269992