An Exposition of Kalman Filtering

Pan Dehui. An Exposition of Kalman Filtering[J]. INFORMATION AND CONTROL, 1982, 11(1): 42-46.

Citation:

Pan Dehui. An Exposition of Kalman Filtering[J]. INFORMATION AND CONTROL, 1982, 11(1): 42-46.

Citation:

Pan Dehui. An Exposition of Kalman Filtering[J]. INFORMATION AND CONTROL, 1982, 11(1): 42-46.

Abstract

This paper is intended to explain funda mentals,theory and techniques of Kalmanfiltering as well as differences and similarities between classical Weiner's and modern Kalman filtering.A practical example has been given,with emphasis placed ontechniques and basic ideas of Kalman filtering.

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