Adaptive stochastic filter
T.J. Canales, Delores M. Etter · 2003
A filter characterized by randomly time-varying parameters is known as a stochastic filter. A stochastic filter embedded in an adaptive structure can be self-tuned in terms of its statistical transfer function to allow the adaptive structure to converge to an optimum point of operation. The theory of adaptive stochastic filtering is presented and demonstrated.>