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Erschienen in:
Introduction to Speech Processing Kapitel lesen Erstes Kapitel lesen

2008 | OriginalPaper | Buchkapitel

8. The Kalman Filter

verfasst von : Sharon Gannot, Ph.D, Arie Yeredor, Ph.D

Erschienen in: Springer Handbook of Speech Processing

Verlag: Springer Berlin Heidelberg

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Abstract

The Kalman filter and its variants are some of the most popular tools in statistical signal processing and estimation theory. In this chapter, we introduce the Kalman filter, providing a succinct, yet rigorous derivation thereof, which is based on the orthogonality principle. We also introduce several important variants of the Kalman filter, namely various Kalman smoothers, a Kalman predictor, a nonlinear extension (the extended Kalman filter), and adaptation to cases of temporally correlated measurement noise.
The application of the Kalman filter to two important speech processing problems, namely, speech enhancement and speaker localization is demonstrated.

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Vorheriges Kapitel Linear Prediction
Nächstes Kapitel Homomorphic Systems and Cepstrum Analysis of Speech
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Metadaten
Titel
The Kalman Filter
verfasst von
Sharon Gannot, Ph.D
Arie Yeredor, Ph.D
Copyright-Jahr
2008
Verlag
Springer Berlin Heidelberg
Buch
Springer Handbook of Speech Processing

Print ISBN: 978-3-540-49125-5

Electronic ISBN: 978-3-540-49127-9

Copyright-Jahr: 2008

DOI
https://doi.org/10.1007/978-3-540-49127-9_8

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