A Note on the Extended Kalman Filter.

Abstract

The extended Kalman Filter (EKF), in the continuous time version, has to be interpreted in the Ito sense. Therefore, processing of the (EKF) algorithm is much more involved then has appeared to be the case. Additional differential equations have to be processed when the EKF is properly interpreted.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1982
Accession Number
ADA124650

Entities

People

  • Hosam E. Emara-shabaik

Organizations

  • University of California, Los Angeles

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Space

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Ballistic Missiles
  • Covariance
  • Differential Equations
  • Engineering
  • Equations
  • Filters
  • Filtration
  • Integrals
  • Kalman Filters
  • Mathematical Analysis
  • Mathematics
  • New York
  • Schools
  • Stochastic Processes

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