Comparison of Adaptive Filter Arithmetics in Controlling Influence of Colored Noises

The state vector augmenting filter,influence function correcting filter and functional model fitting filter are all discussed as the frame of functional model compensation filter.And the covariance matrix adaptive estimate filter,robust M-M filter and adaptively robust filter are discussed in the content of stochastic model compensating filter.Based on the theories and models of filters,the advantages and disadvantages of each filter are analyzed,and an example is given.