Approaches to adaptive filtering
- 1 October 1972
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 17 (5) , 693-698
- https://doi.org/10.1109/tac.1972.1100100
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
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