Adaptive frequency shape Kalman filters

A Kalman filter with adaptive frequency-shaped gains, suitable for operating in unknown colored noise environments, is described. The scheme uses least-squares parameter updates and is inherently stable. The adaptive loop enhances the performance of the filter under adverse operating conditions but evanesces under nominal designed condition, thereby preserving the desirable properties of an offline design. Simulation results show that the scheme is effective in enhancing Kalman filter performance when applied to other than nominal signal models