A Method to Compute Optimal Gains in Recursive Linear Filtering Applications
Angelo Luvison, Giancarlo Pirani · IRE Transactions on Communications Systems · 1975
Sequence estimation in the presence of additive Gaussian noise and intersymbol interference can be performed by means of discrete Kalman filters. In adaptive receivers for data transmission, the optimal Kalman gains must be computed on-line. A recursive algorithm is presented for this purpose and its performance, i.e., accuracy and computational requirements, is discussed briefly.