“Kalman Filter”的概念、定义、习题解题方法及翻译-数学辞典

单词

Kalman Filter

释义

Kalman Filter

An Algorithm in Control Theory introduced by R. Kalman in 1960 and refined by Kalman and R. Bucy. It isan Algorithm which makes optimal use of imprecise data on a linear (or nearly linear) system with Gaussian errorsto continuously update the best estimate of the system's current state.

See also Wiener Filter

References

Chui, C. K. and Chen, G. Kalman Filtering: With Real-Time Applications, 2nd ed. Berlin: Springer-Verlag, 1991.

Grewal, M. S. Kalman Filtering: Theory & Practice. Englewood Cliffs, NJ: Prentice-Hall, 1993.

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