Publication
The Kalman filter
Technical Report (2002)
Abstract
The kalman Filter developed in the early sixties by R. E. Kalman is a recursive state estimator for partially observed non-stationary stochastic prosses. It gives an optimal estimate in the least squares sense of the actual value of state vector from noisy observations.
Categories
robots.
Scientific reference
J. Andrade-Cetto. The Kalman filter. Technical Report IRI-DT-02-01, Institut de Robòtica i Informàtica Industrial, CSIC-UPC, 2002.
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