Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- ...

It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...

This section describes a collection of Kalman filtering and smoothing subroutines for time series analysis; immediately following are three examples using Kalman filtering subroutines. The state space ...

If you program using values that represent anything in the real world, you have probably at least heard of the Kalman filter. The filter allows you to take multiple value estimates and process them ...

This book discusses mathematical approaches to the best possible way of estimating the state of a general system. Although the book is firmly grounded in mathematical theory, it should not be ...

For Kalman filter processing where matrix inversion is always required the roundoff error can be a problem with small word-length machines. A class of Kalman filter ...

We’ve probably all had a few conversations with people who hold eccentric scientific ideas, and most of the time they yield nothing more than frustration and perhaps a headache. In [Bertrand Selva]’s ...