Tracking and Kalman filtering made easy P6

EXPANDING-MEMORY (GROWING-MEMORY) POLYNOMIAL FILTERS 6.1 INTRODUCTION The fixed-memory flter described in Chapter 5 has two important disadvantages. First, all the data obtained over the last L þ 1 observations have to be stored. This can result in excessive memory requirements in some instances. Second, at each new observation the last L þ 1 data samples have to be reprocessed to obtain the update estimate with no use being made of the previous estimate calculations. This can lead to a large computer load. When these disadvantages are not a problem, the fixed-memory filter would be used generally. Two filters that do not...