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Adaptive frequency shape Kalman filters

IEEE Transactions on Automatic Control, 1989
Kalman filters operating in colored process noise. Environments have frequency shaped gains. When the process noise environment is known and changing, then it is natural to use filters with adaptive frequency shaping. In this article one such least-squares based scheme which builds on the theory for the class of all stabilizing proper controllers for a
Moore, J. B., Tay, T. T.
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