Abstract: The fading Kalman recursive optimal filtering is studied for spectroscopic resolution,Based on the nature of Kalman filter that the residual sequenees are not correlated when the optimal gain is obtained, a new fading filtering-optimal adaptive algorithm is proposed and utilized. Through the on-line and adaptive adjustment of the fading or forgetting factor,the convergency and optimality of Kalman filtering are improved using measured outputs or estimated results, even when there exist model errors and/or when the system is affected by unmeasurable external disturbances.The algorithm developed is applied to overlapped peak resolution with good results.

Key words: fading recursive filtering, Kalman filter, chemometrics, spectroscopic resolution, optimal adaptive algorithm, multicompo-nent analysis