Title :
Modified fast Kalman algorithm
Author :
Shet, K.C. ; Rao, B.V.
Author_Institution :
Indian Institute of Technology, Powai, Bombay, India
fDate :
7/1/1987 12:00:00 AM
Abstract :
A modification of the fast Kalman algorithm applied to a linear predictor, which takes less computer time and converges to a stable output, has been suggested. This modified algorithm takes 2N + 4 computations per iteration and has been compared to the well-known LMS type. A comparative study of a combination of this algorithm with the fast Kalman has been conducted.
Keywords :
Adaptive signal processing; Additive white noise; Autocorrelation; Frequency; Kalman filters; Least squares approximation; Seismology; Signal processing algorithms; Signal resolution; Signal to noise ratio;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1987.1165225
