Properties of linear estimation and filtering
β Scribed by J.F.A. Ormsby
- Publisher
- Elsevier Science
- Year
- 1973
- Tongue
- English
- Weight
- 530 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0020-0255
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
It is shown through a simple mathematical formula that Monte Carlo computations of Bayesian xlter estimates do not demand many repetitions. A general algorithm is constructed, and its performance on dizcult problems demonstrated.
Linear filter methods have been used in the field of continuous-time identification over a considerable time period. Due to the effectiveness and simplicity of the approach, they have found widespread applications and drawn much interest from the system identification community. However, the estimat
## Abstract A problem of optimal estimation of a rotating vehicle's attitude with both differential equations of motion and observations of stars by onboard equipment is considered. The problem is formulated like a determinate nonβlinear Kalman filter problem in quaternion terms. An exact analytica