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

DOI10.1080/0020739860170311zbMATH Open0594.93062OpenAlexW1975259689MaRDI QIDQ3725985FDOQ3725985

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

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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)

Cites Work

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Cited In (8)

• Gauss, Kalman and advances in recursive parameter estimation
• On Kalman filter solution of space-time interpolation
• A recursive maximum a posteriori estimator
• Title not available (Why is that?)
• Kalman filtering for self-similar processes
• A matrix theoretic derivation of the Kalman filter
• Title not available (Why is that?)
• Title not available (Why is that?)

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