The Mathematical Intelligencer

, Volume 1, Issue 2, pp 90–92 | Cite as

The kalman filter

  • A. V. Balakrishnan


Kalman Filter Wiener Process Convolutional Code Algebraic Topology Undergraduate Text 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


The basic literature

  1. 1.
    Kalman, R. E.:A New Approach to Linear Filtering and Prediction Problems, Journal of Basic Engineering, Vol. 1, 1960, p. 597–622. (where it all began)Google Scholar
  2. 2.
    Battin, R.H.: Astronautical Guidance, McGraw Hill, 1964. (Space Guidance Application)Google Scholar
  3. 3.
    Bucy, R. S. and Joseph, P. D.:Filtering for Stochastic Processes with Applications to Guidance,Interscience N.Y., 1968. (Source Book)Google Scholar
  4. 4.
    Meditch, J. S.:Stochastic Optimal Linear Filtering and Control,McGraw Hill, 1969. (Discrete Case)Google Scholar

For a detailed account of the Wiener Process Version of Linear and Non-Linear Filtering:

  1. 1.
    Liptser, R. S. and Shiryayev, A. N.:Statistics of Random Processes, Vol. I, and II -Springer-Verlag 1977.Google Scholar

Copyright information

© Springer Science+Business Media, Inc. 1978

Authors and Affiliations

  • A. V. Balakrishnan
    • 1
  1. 1.System Science DepartmentUniversity of CaliforniaLos AngelesUSA

Personalised recommendations