The Kalman filter: an introduction to the mathematics of linear least mean square recursive estimation
作者:
LawrenceR. Weill,
PaulN. De Land,
期刊:
International Journal of Mathematical Education in Science and Technology
(Taylor Available online 1986)
卷期:
Volume 17,
issue 3
页码: 347-366
ISSN:0020-739X
年代: 1986
DOI:10.1080/0020739860170311
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper introduces the fundamental ideas of Kalman filtering, a recursive estimation technique widely used for continuous estimation of the state of a dynamic system. The estimation problem is posed within the well known Hilbert space framework of classical linear analysis. This permits an easily grasped geometric interpretation which is stripped of cumbersome details that tend to obscure the essential notions.
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