A The Kalman Filter
The Kalman Filter developed in the early sixties by R.E. Kalman [57, 58] is a recursive state estimator for partially observed non-stationary stochastic processes. It gives an optimal estimate in the least squares sense of the actual value of a state vector from noisy observations.
KeywordsKalman Filter State Estimate Extend Kalman Filter Observation Model Unscented Kalman Filter
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