Accession Number : ADP004596

Title :   Applied Kalman Filtering: An Overview,

Corporate Author : IOWA UNIV IOWA CITY DEPT OF ELECTRICAL ENGINEERING

Personal Author(s) : Brown,R. G.

Report Date : 02 APR 1984

Pagination or Media Count : 16

Abstract : A brief resume of the evolution of Kalman filtering from classical filter theory is presented. The required format of the discrete filter model is discussed. The recursive equations for the discrete Kalman filter filter are then presented, but not derived. Two scalar examples are given to illustrate the use of the recursive equations. The first deals with estimation of a random constant; the second illustrates the Wiener process. (Author)

Descriptors :   *KALMAN FILTERING, EVOLUTION(DEVELOPMENT), EQUATIONS, RECURSIVE FUNCTIONS

Distribution Statement : APPROVED FOR PUBLIC RELEASE