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Introduction to Kalman Filtering

  • Hongbin MaEmail author
  • Liping Yan
  • Yuanqing Xia
  • Mengyin Fu
Chapter

Abstract

Kalman filter is regarded as a great discovery in last century. In fact, filtering has a long history and has been widely used in many areas. In this chapter, we briefly introduce the background of filtering, especially Wiener filter and Kalman filter with some historical remarks. Basic formation of Kalman filter, one approach of optimal linear-quadratic estimation, is highlighted for the ease of later in-depth discussions.

References

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    O.A. Stepanov, Kalman filtering: past and present. An outlook from Russia. (on the occasion of the 80th birthday of Rudolf Emil Kalman). Gyroscopy Navig. 2(2), 99–110 (2011)CrossRefGoogle Scholar

Copyright information

© Science Press 2020

Authors and Affiliations

  • Hongbin Ma
    • 1
    Email author
  • Liping Yan
    • 1
  • Yuanqing Xia
    • 1
  • Mengyin Fu
    • 1
  1. 1.School of AutomationBeijing Institute of TechnologyBeijingChina

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