Title :
Instability trends in the fast Kalman and FTF algorithms
Author :
Levin, M.D. ; Cowan, C.F.N.
Author_Institution :
Dept. of Electron. & Electr. Eng., Loughborough Univ. of Technol., UK
Abstract :
The authors investigate the effects that the forgetting factor and the order of the filter have on the stability of the fast Kalman and fast transversal filters algorithms for adaptive system identification, and suggest reasons for the differences in behaviour of the two versions of the latter algorithm
Keywords :
Kalman filters; adaptive filters; convergence of numerical methods; digital filters; least squares approximations; adaptive system identification; fast Kalman filter algorithms; fast transversal filters algorithms; forgetting factor; numerical instability; stability;
Conference_Titel :
Digital and Analogue Filters and Filtering Systems, IEE Twelfth Saraga Colloquium on
Conference_Location :
London
