• 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2995291