FADING RECURSIVE FILTERING AIDED SPECTROSCOPY An Optimal Adaptive Algorithm
Shaoping Nie · 1994
The fading Kalman recursive optimal filtering is studied for spectroscopicresolution,Based on the nature of Kalman filter that the residual sequenees arenot correlated when the optimal gain is obtained, a new fading filtering-optimaladaptive algorithm is proposed and utilized. Through the on-line and adaptiveadjustment of the fading or forgetting factor,the convergency and optimality ofKalman filtering are improved using measured outputs or estimated results, evenwhen there exist model errors and/or when the system is affected by unmeasurableexternal disturbances.The algorithm developed is applied to overlapped peakresolution with good results.