Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- ...

This is a preview. Log in through your library . Abstract In this paper, we discuss the Kalman filter for state estimation in noisy linear discrete-time dynamical systems. We give an overview of its ...

If you program using values that represent anything in the real world, you have probably at least heard of the Kalman filter. The filter allows you to take multiple value estimates and process them ...

If you program using values that represent anything in the real world, you have probably at least heard of the Kalman filter. The filter allows you to take multiple value estimates and process them ...

This is a preview. Log in through your library . Abstract This paper presents a case study of real-time traffic state estimation. The adopted general approach to the design of universal traffic state ...

This course introduces the Kalman filter as a method that can solve problems related to estimating the hidden internal state of a dynamic system. It develops the background theoretical topics in state ...