Nonlinear optimal semirecursive filtering

Fred E. Daum · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1996

This paper describes a new hybrid approach to filtering, in which part of the filter is recursive but another part in non-recursive. The practical utility of this notion is to reduce computational complexity. In particular, if the non- recursive part of the filter is sufficiently small, then such a filter might be cost-effective to run in real-time with computer technology available now or in the future.

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