RLS-DKF-1 - Solution for one-one correspondence: DKF and...

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DKF and RLS Filters DKF and RLS Filters ± RLS state model: ± Unforced dynamical system: ± Kalman gain for unit variance v[n]: DKF and RLS filters ± RLS gain vector: ± One-one correspondence if : ± DKF state estimate: DKF and RLS Filters DKF and RLS Filters ± RLS Tap-weight update: ± Relate DKF state estimate and RLS tap-weights:
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Unformatted text preview: Solution for one-one correspondence: DKF and RLS Filters DKF and RLS Filters Further correspondence relations: RLS unforced state model: Correspondence relations : equivalence of RLS deterministic and DKF stochastic framework....
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This note was uploaded on 12/02/2011 for the course AR 107 taught by Professor Gracegraham during the Fall '11 term at Montgomery College.

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