Adaptive Filtering

After filter updating in the final 30 observations. We chose the filter settings in the adaptive filter settings to improve timeliness with a small amount of smoothing. Furthermore, regularization (smooth, decay) were applied to ensure no overfitting. Notice how the properties of the signal are vastly improved (namely timeliness and little to no overshooting).

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s