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- W4318315287 abstract "As we will see later, the Kalman filter is a powerful, yet complex, estimation algorithm. Under the right conditions, it provides an optimum way to form predictions as well as the weighting factors. Its ability to estimate dozens of parameters simultaneously will prove to be, as we shall see, highly useful. However, starting an explanation of the full Kalman filter with its usual matrix form is, in the opinion of this author (and teacher), counterproductive. We seek to understand the principles underlying the filter's structure and not get hopelessly lost in the matrix manipulations. To do this, we will start with a simple scalar problem (i.e., estimation of a single parameter). After fully describing the scalar Kalman filter, we will be able to attack the multivariate filter from a position of strength." @default.
- W4318315287 created "2023-01-28" @default.
- W4318315287 date "2022-12-31" @default.
- W4318315287 modified "2023-09-27" @default.
- W4318315287 title "Estimation theory and introduction to the Kalman filter" @default.
- W4318315287 doi "https://doi.org/10.1049/sbra550e_ch13" @default.
- W4318315287 hasPublicationYear "2022" @default.
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