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Stručni rad

Derivation of the Discrete-Time Kalman filter

Mihael Alapić orcid id orcid.org/0000-0002-6683-3297 ; student, PMF–Matematički odsjek, Sveučilište u Zagrebu
Igor Velčić orcid id orcid.org/0000-0003-2494-2230 ; Fakultet elektrotehnike i računarstva, Sveučilište u Zagrebu, Zagreb


Puni tekst: hrvatski pdf 279 Kb

str. 105-122

preuzimanja: 539

citiraj


Sažetak

In this paper we derive the equations of discrete-time Kalman filter which estimates state variables using input and output variables by means of least square method. Kalman filter is very important for
applications.

Ključne riječi

filters, prediction, stochastic differential equations

Hrčak ID:

218994

URI

https://hrcak.srce.hr/218994

Podaci na drugim jezicima: hrvatski

Posjeta: 842 *