The Kalman Filter

  • Heinz Parkus
Part of the International Centre for Mechanical Sciences book series (CISM, volume 94)


In the preceding chapter we were concerned with finding a linear system that makes the mean square error between actual and desired output a minimum. The result was an integral equation whose solution yielded the impulse response of the required system (filter). Stationary processes and an unlimited observation period were assumed.


Kalman Filter Optimal Filter Error Covariance Matrix Shaping Filter White Noise Excitation 
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 Wien 1971

Authors and Affiliations

  • Heinz Parkus
    • 1
  1. 1.Technical University of ViennaAustria

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