Adaptive finite time filtering

A detailed analysis of a particular adaptive filter has been carried out and the required extension of the theory to the general case is indicated. The filter measures the spectral densities of the input signal and noise processes and adjusts its band-pass to give optimal filtering in the Wiener sense. The behavior is examined in the linear approximation and a crude treatment of the nonlinear transient response is given. These results compare favorably with an analog simulation.