Fast Parameter Selection Algorithm for Linear Parametric Filters
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A parametric linear filter for a linear observation model usually requires a parameter selection process so that the filter achieves a better filtering performance. Generally, criteria for the parameter selection need not only the filtered solution but also the filter itself with each candidate of the parameter. Obtaining the filter usually costs a large amount of calculations. Thus, an efficient algorithm for the parameter selection is required. In this paper, we propose a fast parameter selection algorithm for linear parametric filters that utilizes a joint diagonalization of two nonnegative definite Hermitian matrices.
- IEICE transactions on fundamentals of electronics, communications and computer sciences
IEICE transactions on fundamentals of electronics, communications and computer sciences 90(12), 2952-2956, 2007-12-01
The Institute of Electronics, Information and Communication Engineers