• DocumentCode
    858957
  • Title

    Geometric illustration of the Kalman filter gain and covariance update algorithms

  • Author

    Kronhamn, Thomas R.

  • Author_Institution
    Ericsson Radio Systems, Mölndal, Sweden
  • Volume
    5
  • Issue
    2
  • fYear
    1985
  • fDate
    5/1/1985 12:00:00 AM
  • Firstpage
    41
  • Lastpage
    43
  • Abstract
    The Kalman filter gain and covariance update algorithms are illustrated geometrically for a low dimensional system. The illustrations give an intuitive understanding of the basic filtering process and advocate a more "natural" form of the covariance update algorithm.
  • Keywords
    Covariance functions; Kalman filtering, linear systems; Covariance matrix; Equations; Estimation error; Filtering algorithms; Gaussian noise; Kalman filters; Linear systems; State estimation; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Control Systems Magazine, IEEE
  • Publisher
    ieee
  • ISSN
    0272-1708
  • Type

    jour

  • DOI
    10.1109/MCS.1985.1104937
  • Filename
    1104937
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=858957