NASA NTRS · 19870000567
Equations For Fading-Memory Filters
Abstract
Report discusses simplified recursive solutions for equations of class of fading-memory filters. Under appropriate assumptions regarding noise and exponential decay of effects of previous states, filter equations reduced to analytic formulas in closed form.
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Statman, J. I.. 1987-11-01. Equations For Fading-Memory Filters. https://ntrs.nasa.gov/citations/19870000567
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