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 … 続きを読む »
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New Results in Linear Filtering and Prediction Theory
R.E.Kalman，R.S.Bucy [ Link to ASME ] Overview – A nonlinear differential equation of the Riccati type is… 続きを読む »