Applied Kalman Filtering: An Overview,
Abstract
A brief resume of the evolution of Kalman filtering from classical filter theory is presented. The required format of the discrete filter model is discussed. The recursive equations for the discrete Kalman filter filter are then presented, but not derived. Two scalar examples are given to illustrate the use of the recursive equations. The first deals with estimation of a random constant; the second illustrates the Wiener process. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 02, 1984
- Accession Number
- ADP004596
Entities
People
- R. G. Brown
Organizations
- University of Iowa