Skip to main content

1989 | OriginalPaper | Buchkapitel

The Discrete Kalman Filter

verfasst von : Donald E. Catlin

Erschienen in: Estimation, Control, and the Discrete Kalman Filter

Verlag: Springer New York

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

In Chapter 6, we discussed the problem of making recursive estimates of a random vector X. The problem was static in the sense that every measurement was used to update or improve the estimate of the same random vector X. We now consider the case where the random vector changes in time, between measurements, according to a specified statistical dynamic.

Metadaten
Titel
The Discrete Kalman Filter
verfasst von
Donald E. Catlin
Copyright-Jahr
1989
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4612-4528-5_7

Neuer Inhalt