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Kalman Filtering: Whence, What and Whither?

  • B. D. O. Anderson
  • J. B. Moore

Abstract

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.

Keywords

Signal Model Riccati Equation Wiener Filter Spectral Factorization Fixed Interval Smoothing 
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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Copyright information

© Springer-Verlag Berlin Heidelberg 1991

Authors and Affiliations

  • B. D. O. Anderson
    • 1
  • J. B. Moore
    • 1
  1. 1.Department of Systems Engineering, Research School of Physical Sciences and EngineeringThe Australian National UniversityCanberraAustralia

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