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• W2092393362 abstract "Kalman Filter (KF) is the optimal state estimator for linear dynamical systems in the presence of zero mean white Gaussian noise. It is a minimum mean square error (MMSE) estimator. In the present work a recursive maximum a posteriori estimator (RMAPE) has been developed from basic principles of estimation. This estimator may be used for realtime state estimation of linear dynamical systems in presence of zero mean white Gaussian noise. It is further shown here that the KF can be derived from this RMAPE algorithm, i.e. this work shows an alternative method way to derive the KF. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society" @default.
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• W2092393362 date "2010-11-29" @default.
• W2092393362 modified "2023-09-27" @default.
• W2092393362 title "A recursive maximum a posteriori estimator" @default.
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• W2092393362 doi "https://doi.org/10.1002/asjc.329" @default.
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