[<<][math][>>][..]Thu Jul 8 10:11:26 CEST 2010

If you look at the equations for the Kalman filter[1], it is remarkable that they are factored in two steps: 1. predict output using current input, previous state estimate and system equations. 2. update state estimate and noise statistics by observing the real (noisy) system output. [1] http://en.wikipedia.org/wiki/Kalman_filter

[Reply][About]

[<<][math][>>][..]