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Application of the Kalman Filter to inventory Control

 

作者: D.J. Downing,   D.H. Pike,   G.W. Morrison,  

 

期刊: Technometrics  （Taylor Available online 1980）
卷期: Volume 22, issue 1  

页码: 17-22

 

ISSN:0040-1706

 

年代: 1980

 

DOI:10.1080/00401706.1980.10486096

 

出版商: Taylor & Francis Group

 

关键词: Kalman filtering;State estimation;Safeguards;CUSUM;Prediction;Control theory

 

数据来源: Taylor

 

摘要:

This paper presents a brief introduction to state estimation techniques, in particular Kalman filtering. A description of the Kalman filter and its properties is given. An example employing a three-state K, alman filter is given which highlights the modeling capabilities of the estimation technique. The example, concerned with estimating material loss, is contrasted with the standard CUSUM control chart statistic.

 

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