Adaptive filtering on nonstationary Markov sequences
Abstract
A Bayesian randomized identification approach is used to extend the method of sliding adaptive filtering to the case of a Gaussian nonstationary Markov sequence. An adaptive Kalman filter is developed for this type of signal.
- Publication:
-
Radiotekhnika
- Pub Date:
- December 1984
- Bibcode:
- 1984RaT.........41V
- Keywords:
-
- Adaptive Filters;
- Kalman Filters;
- Markov Processes;
- Random Signals;
- Algorithms;
- Linear Equations;
- Unsteady State;
- White Noise;
- Communications and Radar