Kalman filter
Optimum filtering

Article REF: R7228 V1

Kalman filter
Optimum filtering

Author : Mohamed NAJIM

Publication date: March 10, 1998 | Lire en français

You do not have access to this resource.

Request your free trial access! Free trial

Already subscribed?Log in!

3. Kalman filter

3.1 Kalman filter properties

The most general form of the Wiener-Hopf equation can be written as : $\int_{t_{0}}^{t} h (t, τ) k_{m m} (τ, σ) d τ = k_{ms} (t, σ)$

...

You do not have access to this resource.

Exclusive to subscribers. 97% yet to be discovered!

You do not have access to this resource. Click here to request your free trial access!

Already subscribed? Log in!

Ongoing reading
Kalman filter

Previous
page Wiener filter

Introduction to adaptive filtering

Article included in this offer

"Control and systems engineering"

( 143 articles )

Complete knowledge base

Updated and enriched with articles validated by our scientific committees

Services

A set of exclusive tools to complement the resources

View offer details

References

(1) - WIENER (N.) - Extrapolation, interpolation and smoothing of stationary time series - . MIT Press, 1949. Cambridge, Ma.
(2) - LEE (Y.W.) - Statistical theory of communication - . J. Wiley, 1960.
(3)...

You do not have access to this resource.

Exclusive to subscribers. 97% yet to be discovered!

You do not have access to this resource. Click here to request your free trial access!

Already subscribed? Log in!

Outline
Full outline