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- W2184258596 abstract "fi nding. We show that the one-step Kalman fi lter is given by a single iteration of Newton’s method on the gradient of a quadratic objective function, and with a judiciously chosen initial guess. This derivation is different from those found in standard texts [2]‐[6], since it provides a more general framework for recursive state estimation. Although not presented here, this approach can also be used to derive the extended Kalman fi lter for nonlinear systems." @default.
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- W2184258596 date "2010-01-01" @default.
- W2184258596 modified "2023-09-28" @default.
- W2184258596 title "Kalman Filtering with Newton's Method" @default.
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