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diff in wiener and kalman
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iTdl



Joined: 25 Jul 2005
Posts: 143
Helped: 5
Post09 May 2008 17:34   

diff in wiener and kalman
How Wiener and Kalman filters are in principle different?
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Post09 May 2008 17:34   

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Kral



Joined: 28 Mar 2005
Posts: 1182
Helped: 187
Post12 May 2008 22:03   

Re: diff in wiener and kalman
iTdl,
The following quote is from
Kalman Filters
Version 1.7: May 27, 2004 3:51 pm GMT-5
Clayton Scott
Robert Nowak
.
"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."
.
You can view the entire article at
http://cnx.org/content/m11438/latest/
Regards,
Kral
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