A TUTORIAL DERIVATION OF RECRUSIVE WEIGHTED LEAST SQUARES STATE-VECTOR ESTIMATION THEORY (KALMAN THEORY)
Abstract
This is one of a series of tutorial reports deriving the discrete recursive Kalman estimation equations. The series proceeds from unweighted to weighted least squares parameter estimation in a vector space setting to the stage-wise updating, to time varying parameter or state variable estimation. The derivatives have been stage-wise tutorial in an attempt to make the theory accessible to the 'non-specialist' in optimization theory.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1968
- Accession Number
- AD0674406
Entities
People
- James S. Pappas.
Organizations
- United States Army Test and Evaluation Command