Title :
On finite-memory recursive filters (Corresp.)
fDate :
7/1/1970 12:00:00 AM
Abstract :
It has not been noted in the literature that finite-memory least-squares, recursive filters are unstable, and hence unsuited for a large number of recursions. This correspondence modifies the finite-memory least-squares recursive filters to allow for stable solutions.
Keywords :
Finite-memory methods; Least-squares estimation; Recursive estimation; Acceleration; Equations; Error analysis; Filters; Polynomials; Signal to noise ratio; Stability;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1970.1054503
