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what is sequential filter in digital signal proccesing

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Hi Arrowspace,
Please be detail on your question. As far as now, i think your are indicating the sequential kalman filter. If it so, then kindly go through the IEEE paper on "Iterative and Sequential Kalman Filter-Based Speech Enhancement Algorithms" published on 1998. If not so, please be clear with the question and moreover where you face the problem exactly?
 

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