The Kalman filter: an introduction to the mathematics of linear least mean square recursive estimation

DOI10.1080/0020739860170311MaRDI QIDQ3725985zbMATHOpenAlexFDO

Authors Lawrence Randolph Weill, P. N. De Land

Publication date 1986

Published in International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0020739860170311

zbMATH Keywords

recursive estimationKalman filteringHilbert space framework

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Survival analysis and censored data (62N99) Inner product spaces and their generalizations, Hilbert spaces (46C99)

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(8)

• On Kalman filter solution of space-time interpolation
• scientific article; zbMATH DE number 7036191 (Why is no real title available?)
• Kalman filtering for self-similar processes
• Gauss, Kalman and advances in recursive parameter estimation
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• A matrix theoretic derivation of the Kalman filter
• scientific article; zbMATH DE number 65797 (Why is no real title available?)
• A recursive maximum a posteriori estimator

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