Kalman Filtering: Whence, What and Whither?
Undoubtedly, one of the major contributions of R.E. Kalman has been the Kalman filter, [1,2], the magnitude of the contribution being specifically recognized in the award of the Kyoto Prize.
KeywordsSignal Model Riccati Equation Wiener Filter Spectral Factorization Fixed Interval Smoothing
Unable to display preview. Download preview PDF.
- R.E. Kalman, “Contributions to the theory of optimal control”, Bol Soc Matem Mex, 1960, pp 102–119Google Scholar
- P. Swerling, “A proposed stagewise differential correction procedure for satellite tracking and prediction”, J Astronaut, Sci, Vol 6, 1959, pp 46–59Google Scholar
- B.D.O. Anderson and S. Vongpanitlerd, Network Analysis and Synthesis, Prentice Hall, Inc, Englewood Cliffs, N.J., 1973Google Scholar
- T. Kailath, “A view of three decades of linear filtering theory”, IEEE Trans Info Theory, Vol IT-20, March 1974, pp 146–181Google Scholar
- B.D.O. Anderson, J.B. Moore, and S.G. Loo, “Spectral factorization of time-varying covariance functions”, IEEE Trans Info Theory, Vol IT-15, September 1969, pp 550–557Google Scholar
- L.E. Zachrisson, “On optimal smoothing of continuous-time Kalman processes”, Information Sciences, Vol 1, 0969, pp 143–172Google Scholar
- W.W. Willman, “On the linear smoothing problem”, IEEE Tranns Auto Control, Vol AC-14, February 1969, pp 116–117Google Scholar
- S. Chirarattanon and B.D.O. Anderson, “Stable fixed-lag smoothing of continuous-time processes”, IEEE Trans Info Theory, Vol IT-20, January 1974, pp 25–36Google Scholar
- D.C. Fraser and J.E. Potter, “The optimum linear smoother as a combination of two optimum linear filters”, IEEE Trans Auto Control, Vol AC-14, August 1969, pp 387–390Google Scholar
- J.E. Wall, A.S. Willsky, and N.R. Sandell, “The fixed-interval smoother or for continuous-time processes”, Proc 19th IEEE Conference on Decision and Control, 1980, pp 385–389Google Scholar
- B.D.O. Anderson and J.B. Moore, Optimal Control: Linear-Quadratic Methods, Prentice Hall, Englewood Cliffs, NJ, 1989Google Scholar