Tracking random walk systems with vector space adaptive filters

DOI10.1109/82.404086zbMATH Open0868.93058OpenAlexW1971076470MaRDI QIDQ4338076FDOQ4338076

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

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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)

Cited In (2)

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

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