Kral
Joined: 28 Mar 2005
Posts: 994
Helped: 163
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 12 May 2008 23:03 Re: diff in wiener and kalman |
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iTdl,
The following quote is from
Kalman Filters
Version 1.7: May 27, 2004 3:51 pm GMT-5
Clayton Scott
Robert Nowak
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"The Kalman flter is an important generalization of the Wiener flter. Unlike Wiener flters,
which are designed under the assumption that the signal and noise are stationary, the
Kalman lter has the ability to adapt itself to non-stationary environments."
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You can view the entire article at
http://cnx.org/content/m11438/latest/
Regards,
Kral
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