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Finite Fading Memory Filtering

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1 Author(s)
Fred J. Taylor ; Department of Electrical Engineering, University of Texas, El Paso, Tex. 79968.

The ``fading memory'' filter of Sorenson and the ``finite memory'' filter of Jazwinski are rigorously tied together. The resultant linear filter is shown to be sequential embodying the salient advantages of the fading and finite policies.

Published in:

IEEE Transactions on Systems, Man, and Cybernetics  (Volume:SMC-5 ,  Issue: 1 )