- Kalman filter - Wikipedia
A wide variety of Kalman filters exists by now: Kalman's original formulation - now termed the "simple" Kalman filter, the Kalman–Bucy filter, Schmidt's "extended" filter, the information filter, and a variety of "square-root" filters that were developed by Bierman, Thornton, and many others
- Extended Kalman filter - Wikipedia
In estimation theory, the extended Kalman filter (EKF) is the nonlinear version of the Kalman filter which linearizes about an estimate of the current mean and covariance
- Rudolf E. Kálmán - Wikipedia
He is most noted for his co-invention and development of the Kalman filter, a mathematical algorithm that is widely used in signal processing, control systems, and guidance, navigation and control
- Kalman Filter Explained Simply
Simply put, the Kalman Filter is a generic algorithm that is used to estimate system parameters It can use inaccurate or noisy measurements to estimate the state of that variable or another unobservable variable with greater accuracy
- Kalman Filters v07. fm - MIT
This introduction includes a description and some discussion of the basic discrete Kalman filter, a derivation, description and some discussion of the extend-ed Kalman filter, and a relatively simple (tangible) example with real numbers results
- Kalman filter - Wikipedia, the free encyclopedia
A wide variety of Kalman filters have now been developed, from Kalman's original formulation, now called the simple Kalman filter, the Kalman-Bucy filter, Schmidt's extended filter, the information filter, and a variety of square-root filters that were developed by Bierman, Thornton and many others
- Fast Kalman filter - Wikipedia
Kalman filters are an important filtering technique for building fault-tolerance into a wide range of systems, including real-time imaging The ordinary Kalman filter is an optimal filtering algorithm for linear systems
- Invariant extended Kalman filter - Wikipedia
Invariant extended Kalman filters are for instance used in attitude and heading reference systems In such systems the orientation, velocity and or position of a moving rigid body, e g an aircraft, are estimated from different embedded sensors, such as inertial sensors, magnetometers, GPS or sonars
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