• 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