Friday, March 6, 2009

Kalman Filtering

One of the more interesting control systems topics,


"The Kalman filter has two distinct phases: Predict and Update. The predict phase uses the state estimate from the previous timestep to produce an estimate of the state at the current timestep. In the update phase, measurement information at the current timestep is used to refine this prediction to arrive at a new, (hopefully) more accurate state estimate, again for the current timestep."


Basics --> http://www.cs.unc.edu/~welch/media/pdf/maybeck_ch1.pdf


More --> http://en.wikipedia.org/wiki/Kalman_filter


http://www.elo.utfsm.cl/~ipd481/Papers%20varios/kalman1960.pdf


http://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf

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