Madiev NM, simple derivation of the Kalman filter

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Uploaded: 16.12.2009
Content: kalman2406.zip (142,04 kB)

Description

In the article "The simple fact of the Kalman filter" is an easy and short the output of the discrete Kalman filter using the least squares method, without the use of conditional probabilities. This Kalman filter is a special case obtained the optimal filter. In addition, variation of the parameters enables the convergence process even if inaccurately given initial parameters.

The article "Optimum filter with adjustable noise" proposes an algorithm noise filtering, but unlike the Kalman filter, not only cleaned noise measuring device, but external to the instrument noise.

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