Category Archives: Algorism

A Study of α-β Filter from Kalman Filter Point

Katsumi Ohnishi [ ID: sapt-1801-0003 ] Overview – Abstract – The objective of this paper is to examine whether or not the α-β filter is a version of the Kalman filter. We will closely study the closed-form of the time-variant α-β filter and the stability conditions of the constant α-β filter. Since these problems were… Read More »

A Novel and Simplest Derivation of Measurement Update Equations in the Kalman Filter (Version 2)

Sueo Sugimoto [ ID: sapt-1710-0001 ] We show the simplest derivation of the Kalman filter, especially, derive the so-called measurement updating equations, based on a few mathematical tools, such as the conditional Gaussian probability density function, completing the square, and the matrix inversion lemma.