Kalman Filters

• 1 October 2001
• book chapter
• Published by Wiley
• p. 1-21
• https://doi.org/10.1002/0471221546.ch1

Abstract

Keywords

• KALMAN FILTER
• OPTIMUM ESTATES
• DIVERGENCE PHENOMENON
• SQUARE-ROOT FILTERING
• RAUCH-TUNG-STRIEBEL SMOOTHER
• EXTENDED KALMAN FILTER