• DocumentCode
    809907
  • Title

    Approaches to adaptive filtering

  • Author

    Mehra, Raman K.

  • Author_Institution
    Systems Control, Inc., Palo Alto, CA, USA
  • Volume
    17
  • Issue
    5
  • fYear
    1972
  • fDate
    10/1/1972 12:00:00 AM
  • Firstpage
    693
  • Lastpage
    698
  • Abstract
    The different methods of adaptive filtering are divided into four categories: Bayesian, maximum likelihood (ML), correlation, and covariance matching. The relationship between the methods and the difficulties associated with each method are described. New algorithms for the direct estimation of the optimal gain of a Kalman filter are given.
  • Keywords
    Adaptive Kalman filtering; Adaptive filters; Automatic control; Bayesian methods; Control systems; Filtering; Noise measurement; Optimal control; Statistics; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1100100
  • Filename
    1100100
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=809907