Mathematical Reports
The Discrete Kalman Filter and Least Squares
by
Book Cover & Preview Text
It is probably not an overstatement to assert that The Kalman Filter represents the most widely applied and demonstrably useful result to emerge from the state variable approach of "modern control theory."
The last report of this document shows how The Discrete Kalman Filter can be looked as an iterated form of the classical Least-Squares theory.
The last report of this document shows how The Discrete Kalman Filter can be looked as an iterated form of the classical Least-Squares theory.
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Book Details
Language :
English
Publication Date :
7/29/2014
Format :
E-Book
Dimensions :
N/A
Page Count :
116
ISBN :
9781496928429
Format :
Softcover
Dimensions :
8.25x11
Page Count :
116
ISBN :
9781496928436
About the Book
The book consists of three parts. The first part gives an elementary derivation of the five basic equations of the discrete Kalman filter.
The second part is a collection of reports on color matching with much use made of the theory of least squares. The third part shows how the discrete Kalman filter can be looked at as iterated least squares.
The second part is a collection of reports on color matching with much use made of the theory of least squares. The third part shows how the discrete Kalman filter can be looked at as iterated least squares.
About the Author
The author is a playwright who worked as a mathematician prior to becoming a playwright.