An adaptive recursive filter.

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Author
Ko, Soon-Ju
Date
1977-12Advisor
Parker, Sydney R.
Second Reader
Kirk, Donald E.
Metadata
Show full item recordAbstract
An adaptive recursive digital filter is presented in
which feedback and feedforward gains are adjusted adaptively
to minimize a least square performance function on a sliding window averaging process. A two-dimensional version of the adaptive
filter is developed and its performance compared with
the optimal Wiener filter. The filter is shown to be effective
in separating three diagonal trajectory streaks from a
background of correlated noise added to white noise. Although
the recursive adaptive filter approaches the optimal Wiener
filter in performance, it does not require a priori statistical
knowledge as does the Wiener filter to which it is compared.
The results indicate that the recursive adaptive filter "learns"
the statistics and adapts.
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