User Tools

Site Tools


kalman_filter

Table of Contents

The Kalman Filter

“The Kalman filter is an efficient recursive filter which estimates the state of a dynamic system from a series of incomplete and noisy measurements.” Kalman_filter

The kalman filter is a Predictive Filter

software

OpenCV contains some kalman filtering

reading

“An Introduction to the Kalman Filter” by Greg Welch and Gary Bishop > http://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf

Kalman, R. E. A New Approach to Linear Filtering and Prediction Problems, Transactions of the ASME - Journal of Basic Engineering Vol. 82: pp. 35-45 (1960)

kalman_filter.txt · Last modified: 2007/07/29 16:38 by nik