Adaptive Kalman smoothing of AR signals disturbed by impulses and colored noise

1998 IEEE Symposium on Advances in Digital Filtering and Signal Processing, DFSP 1998

Volumn , Issue , 1998, Pages 72-76

  Doblinger, G ^a  

^a VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE FILTERING; ADAPTIVE FILTERS; DIGITAL SIGNAL PROCESSING; IMPULSE NOISE; KALMAN FILTERS; WHITE NOISE;

ADAPTIVE KALMAN FILTER; AUTOREGRESSIVE SIGNALS; COMPUTATIONALLY EFFICIENT; FIXED LAG SMOOTHERS; KALMAN SMOOTHING; OUTLIER DETECTION; SHORT-TIME STATIONARY; TRACKING CAPABILITY;

PARAMETER ESTIMATION;

EID: 79961232694     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ADFSP.1998.685698     Document Type: Conference Paper

References (8)

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2. B. D. O. Anderson, J. B. Moore, "Optimal filtering", Chapters 7,11, Prentice-Hall, Inc., 1979.
3. G. C. Goodwin, "Adaptive filtering prediction and control", Chapter 7, Prentice-Hall, Inc., 1984.
4. S. Haykin, "Adaptive filter theory", Chapter 9, Prentice-Hall, Inc., 1987.
5. S. L. Marple Jr., "Digital Spectral analysis with applications", Chapter 7, Prentice-Hall, Inc., 1987.
6. J. D. Gibson, B. Koo, S. D. Gray, "Filtering of Colored Noise for Speech Enhancement and Coding", IEEE Trans, on Signal Processing, Vol. 39, Aug. 1991, pp. 1732-1742.
7. M. Niediwiecki, K. Cisowski, "Adaptive scheme for elimination of broadband noise and impulsive disturbances from AR and ARMA signals", IEEE Trans, on Signal Processing, Vol. 44, March 1996, pp. 528-537.
8. G. Doblinger, "An adaptive Kalman filter for the enhancement of noisy AR signals", Proc. 1998 IEEE Int. Symp. ISCAS '98, May31-June3,1998.