Fast converging and low complexity adaptive filtering using an averaged Kalman filter

1998 ◽  
Vol 46 (2) ◽  
pp. 515-518 ◽  
Author(s):  
T. Wigren
2004 ◽  
Vol 52 (2) ◽  
pp. 394-405 ◽  
Author(s):  
R.A. Soni ◽  
K.A. Gallivan ◽  
W.K. Jenkins

2007 ◽  
Vol 54 (12) ◽  
pp. 1092-1096 ◽  
Author(s):  
Jae-Eun Lee ◽  
Young-Seok Choi ◽  
Woo-Jin Song

2003 ◽  
Vol 56 (2) ◽  
pp. 231-240 ◽  
Author(s):  
Yuanxi Yang ◽  
Tianhe Xu

In this paper a brief review of Sage adaptive filtering is followed by an analysis of the shortcomings of covariance matrices formed by windowing residual vectors, innovation vectors and correction vectors of the dynamic states. A new adaptive Kalman filter is developed by combining the Sage filter and the variance components and its use tested against various other schemes.


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