Tracking random walk systems with vector space adaptive filters

DOI10.1109/82.404086MaRDI QIDQ4338076zbMATH OpenOpenAlexFDO

Authors Geoffrey A. Williamson

Publication date 23 July 1997

Published in IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/82.404086

zbMATH Keywords

Kalman filteringtrackingleast mean squareadaptive filtersrecursive least squarerandom walk systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic learning and adaptive control (93E35)

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(2)

• Do WSL adaptive filters provide better tracking performance than LMS filters?
• Tracking error bounds of adaptive nonstationary filtering

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