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Professional paper

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


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page 105-122

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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

Article data in other languages: croatian

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