IRI - The Kalman filter

Publication

The Kalman filter

Technical Report (2002)

IRI code

IRI-DT-02-01

File

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Authors

Andrade Cetto, Juan

Projects associated

ANNA: Supervised learning of industrial scenes by means of an active vision equipped mobile robot.

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.

Scientific reference

J. Andrade-Cetto. The Kalman filter. Technical Report IRI-DT-02-01, Institut de Robòtica i Informàtica Industrial, CSIC-UPC, 2002.