Fast Parameter Selection Algorithm for Linear Parametric Filters

  • Authors:
  • Akira Tanaka;Masaaki Miyakoshi

  • Affiliations:
  • -;-

  • Venue:
  • IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
  • Year:
  • 2007

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Abstract

A parametric linear filter for a linear observation model usually requires a parameter selection process so that the filter achieves a better filtering performance. Generally, criteria for the parameter selection need not only the filtered solution but also the filter itself with each candidate of the parameter. Obtaining the filter usually costs a large amount of calculations. Thus, an efficient algorithm for the parameter selection is required. In this paper, we propose a fast parameter selection algorithm for linear parametric filters that utilizes a joint diagonalization of two non-negative definite Hermitian matrices.