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Kalman filter

Kalman filter logo #10101) Control theory
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Kalman filter

Kalman filter logo #21000 The Kalman filter, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing noise (random variations) and other inaccuracies, and produces estimates of unknown variables that tend to be more precise than those based on a single measurement alone. More formally, the Kalman fi...
Found on http://en.wikipedia.org/wiki/Kalman_filter

Kalman filter

Kalman filter logo #21011The Kalman filter is an algorithm for sequentially updating a linear projection for a dynamic system that is in state-space representation. Application of the Kalman filter transforms a system of the following two-equation kind into a more solvable form: xt+1=Axt+Cwt+1 y...
Found on http://www.econterms.com/glossary.cgi?query=Kalman+filter

Kalman Filter

Kalman Filter logo #20840A mathematical technique for deriving accurate information from inaccurate data.
Found on http://www.mpoweruk.com/glossary.htm

Kalman Filter

Kalman Filter logo #20687A technique for estimating an unknown state of a linear dynamic system given observations of the system which have additive (Gaussian) noise. Can be used for non-linear systems by an approximate linear model. It creates an optimum solution to such a system by minimising the state error correlation matrix. It makes use of a recursive algorithm in wh...
Found on https://www.encyclo.co.uk/local/20687
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