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A The Kalman Filter

  • Juan Andrade-Cetto
  • Alberto Sanfeliu
Chapter
Part of the Springer Tracts in Advanced Robotics book series (STAR, volume 23)

Abstract

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.

Keywords

Kalman Filter State Estimate Extend Kalman Filter Observation Model Unscented Kalman Filter 
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.

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Authors and Affiliations

  • Juan Andrade-Cetto
    • 1
  • Alberto Sanfeliu
    • 1
  1. 1.Institut de Robòtica i Informàtica Industrial Universitat Politècnica de Catalunya – Consejo Superior de Investigaciones Científicas Llorens Artigas 4–6 08028 BarcelonaSpain

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