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Auto-adaptive filtering
What is it exactly ? From what I saw after a google search, such a filter adapts its coefficients to the data by minimizing a cost function.Could you point me to some research papers on the topic ?Thanks a lot.
Auto-adaptive filtering
A good stating point is to look up the phrase "Kalman filtering".
Auto-adaptive filtering
The Kalman filter makes a bayesian estimation of a hidden state, given the process and measurement deviations. In my opinion, it doesn't adapt itself to the shape of the data.