Estimation, Control, and the Discrete Kalman Filter by Donald E. Catlin
English | PDF | 1989 | 286 Pages | ISBN : 038796777X | 17 MB
In 1960, R. E. Kalman published his celebrated paper on recursive min imum variance estimation in dynamical systems [14]. This paper, which introduced an algorithm that has since been known as the discrete Kalman filter, produced a virtual revolution in the field of systems engineering. Today, Kalman filters are used in such diverse areas as navigation, guid ance, oil drilling, water and air quality, and geodetic surveys.