DocumentCode
1326000
Title
Kalman Filtering and Its Application to Reliability
Author
Breipohl, Arthur M.
Author_Institution
Department of Electrical Engineering, Oklahoma State University, Stillwater, Okla.
Issue
3
fYear
1969
Firstpage
127
Lastpage
130
Abstract
The basic ideas of Kalman recursive filtering is explained in such a manner that the application of these ideas to reliability may be seen. The Bayesian viewpoint is adopted, and the explanation of Kalman filtering is broken into two parts: 1) the combination of an old estimate with data, and 2) the updating of estimates via the system model.
Keywords
Bayesian methods; Circuit testing; Control systems; Filtering; Kalman filters; Random variables; Recursive estimation; Reliability engineering; State estimation; System testing;
fLanguage
English
Journal_Title
Reliability, IEEE Transactions on
Publisher
ieee
ISSN
0018-9529
Type
jour
DOI
10.1109/TR.1969.5216996
Filename
5216996
Link To Document