The Kalman filter: an introduction to the mathematics of linear least mean square recursive estimation

DOI10.1080/0020739860170311zbMath0594.93062OpenAlexW1975259689MaRDI QIDQ3725985

P. N. De Land, Lawrence Randolph Weill

Publication date: 1986

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739860170311

zbMATH Keywords

Kalman filteringrecursive estimationHilbert space framework

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Survival analysis and censored data (62N99) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Cites Work

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