Kalman Filter's Application in Denoising of Power Spectrum Estimate in AR Process

• A Kalman filter framework for finding the optimal response of digital IIR filters is proposed.

Recently, a unified framework was proposed for forward-backward filtering and penalized least-squares optimization. It was shown that forward-backward filtering can be presented as instances of penalized least-squares optimization. In ...

We propose a noise suppression algorithm with the Kalman filter theory. The algorithm aims to achieve robust noise suppression for the additive white and colored disturbance from the canonical state space models with (i) a state equation composed of the ...

The cubature Kalman filter (CKF), which is based on the third degree spherical-radial cubature rule, is numerically more stable than the unscented Kalman filter (UKF) but less accurate than the Gauss-Hermite quadrature filter (GHQF). To improve the ...