2011年2月17日星期四

Kalman Filter

Kalman Filter
 
 
 
Linear:
 
 
An improved analyzed estimate 
 
 
Then,
 
 
Kalman filter for a vector state
 
Nonlinear dynamics
Extended Kalman filter for the scalar case
 
Extended Kalman filter in matrix form
 
 
 
 



Orignal From: Kalman Filter

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