Survey of Kalman Filters and Their Application in Signal Processing

During the investigation and evaluation of movement, we are interested in the filter and in smoothing the state of measurement at the previous times, called smoother RTS (Rauch-Tung-Striebel), in order to have a smooth orbit of the movement. Moving objects require an essential time period to speed up to achieve the necessary speed. Thus the obtained measurement and predicted values cannot be beyond the given range in spite of the impact noises. Therefore, in this paper, some limit functions/values are derived to reduce significantly the measurement and evaluation values, to reduce the predicted values before give data to the filter and smoother, in order to remove any unusual values. Consequently, the response of micro-processing systems can be improved.