Title :
Finite Fading Memory Filtering
Author_Institution :
Department of Electrical Engineering, University of Texas, El Paso, Tex. 79968.
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;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMC.1975.5409165
