The kalman filter
KeywordsKalman Filter Wiener Process Convolutional Code Algebraic Topology Undergraduate Text
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The basic literature
- 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.Battin, R.H.: Astronautical Guidance, McGraw Hill, 1964. (Space Guidance Application)Google Scholar
- 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.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.Liptser, R. S. and Shiryayev, A. N.:Statistics of Random Processes, Vol. I, and II -Springer-Verlag 1977.Google Scholar
© Springer Science+Business Media, Inc. 1978