A fresh look at the kalman filter

SIAM Review

Volumn 54, Issue 4, 2012, Pages 801-823

  Humpherys, Jeffrey ^a   Redd, Preston ^a   West, Jeremy ^b  

^a BRIGHAM YOUNG UNIVERSITY   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Control theory; Kalman filter; Newton's method; State estimation; Systems theory

Indexed keywords

DISCRETE-TIME DYNAMICAL SYSTEMS; FADING MEMORY; NEWTON'S METHODS; RECURSIVE ESTIMATORS; ROOT FINDING; STATISTICAL FORMULATION;

CONTROL THEORY; NEWTON-RAPHSON METHOD; STATE ESTIMATION; SYSTEM THEORY;

KALMAN FILTERS;

EID: 84869013972     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/100799666     Document Type: Article

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