A Novel and Simplest Derivation of Measurement Update Equations in the Kalman Filter (Version 2)
2017-09-30
Sueo Sugimoto [ ID: sapt-1710-0001 ] We show the simplest derivation of the Kalman filter, especially, derive […]
New Results in Linear Filtering and Prediction Theory
1961-03-31
R.E.Kalman，R.S.Bucy [ Link to ASME ] Overview - A nonlinear differential equation of the Riccati type is deriv […]