Wireless Sensor and Actuator Networks for Lighting Energy ...

Figure 5-3 Prediction performance of Kalman filtering.
Adaptive Wiener filtering
A one-step predictive Wiener filter can be formulated as shown in Figure 5-4,
where
Y k = [y(k-1) y(k-2) … y(k-p)] T is the vector of the past p measurements;
W(k) = [w 1 (k) w 2 (k) … w p (k)] T is the vector of the p filter parameters updated to time
k-1, and p is the order of the filter.
Figure 5-4 Adaptive Wiener filter.
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