• DocumentCode
    1112514
  • Title

    Modified fast Kalman algorithm

  • Author

    Shet, K.C. ; Rao, B.V.

  • Author_Institution
    Indian Institute of Technology, Powai, Bombay, India
  • Volume
    35
  • Issue
    7
  • fYear
    1987
  • fDate
    7/1/1987 12:00:00 AM
  • Firstpage
    1072
  • Lastpage
    1076
  • 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;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1987.1165225
  • Filename
    1165225
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1112514