DocumentCode :
2995291
Title :
Approaches to adaptive filtering
Author :
Mehra, R.K.
Author_Institution :
Systems Control, Inc., Palo Alto, California
fYear :
1970
fDate :
7-9 Dec. 1970
Firstpage :
141
Lastpage :
141
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;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location :
Austin, TX, USA
Type :
conf
DOI :
10.1109/SAP.1970.269992
Filename :
4044647
Link To Document :
بازگشت