DocumentCode
281551
Title
A tutorial introduction to Kalman filtering
Author
Hargrave, P.J.
Author_Institution
STC Technol. Ltd., Harlow, UK
fYear
1989
fDate
32560
Firstpage
42370
Lastpage
42375
Abstract
Presents an elementary introduction to Kalman Filtering starting from the simplest of all estimation problems, namely that of estimating a time independent scalar quantity from a number of noisy measurements. From this the author moves on to consider the case when the quantity to be estimated is a function of time, and then generalises the results to the estimation of a time dependent vector. Finally he indicates how the resulting Kalman Filter equations can be applied to an elementary but nevertheless real problem in navigation
Keywords
Kalman filters; estimation theory; navigation; Kalman Filter equations; Kalman filtering; estimation problems; navigation; noisy measurements; time dependent vector; tutorial;
fLanguage
English
Publisher
iet
Conference_Titel
Kalman Filters: Introduction, Applications and Future Developments, IEE Colloquium on
Conference_Location
London
Type
conf
Filename
197899
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