DocumentCode
1412203
Title
Finite Fading Memory Filtering
Author
Taylor, Fred J.
Author_Institution
Department of Electrical Engineering, University of Texas, El Paso, Tex. 79968.
Issue
1
fYear
1975
Firstpage
134
Lastpage
137
Abstract
The ``fading memory´´ filter of Sorenson and the ``finite memory´´ filter of Jazwinski are rigorously tied together. The resultant linear filter is shown to be sequential embodying the salient advantages of the fading and finite policies.
Keywords
Covariance matrix; Fading; Filtering; Gaussian distribution; Noise measurement; Nonlinear filters; Pattern classification; Probability; Statistics; Testing;
fLanguage
English
Journal_Title
Systems, Man and Cybernetics, IEEE Transactions on
Publisher
ieee
ISSN
0018-9472
Type
jour
DOI
10.1109/TSMC.1975.5409165
Filename
5409165
Link To Document