Professional paper

Derivation of the Discrete-Time Kalman filter

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

Abstract

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.

Keywords

filters; prediction; stochastic differential equations

Hrčak ID:

218994

URI

https://hrcak.srce.hr/218994

Publication date:

7.1.2019.

Article data in other languages: croatian

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