Found 415 results for "Kalman filtering"
by Mohinder S. Grewal
Theoretically the Kalman Filter is an estimator for what is called the linear-quadratic problem, which is the problem of...
by Simon Haykin
The celebrated Kalman filter, rooted in the state-space formulation of linear dynamical systems, provides a recursive so...
by Paul Zarchan, Howard Musoff
IN THIS chapter we will try to discuss all of the numerical techniques used throughout the text.