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Comments on "Harmonic analysis via Kalman filtering technique"

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1 Author(s)
Banas, J.F. ; Sandia Laboratories, Albuquerque, N. Mex.

The authors of the above letter[1] used Kalman filtering to estimate the harmonic coefficients of a periodic waveform from noisy samples. The purpose of this letter is to show that their technique is identical to a recursive least squares procedure.

Published in:

Proceedings of the IEEE  (Volume:61 ,  Issue: 12 )

Date of Publication:

Dec. 1973

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