Transcription of Kalman Filtering and Model Estimation - Steven …
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Kalman Filtering and Model Estimation - Steven …
Kalman Filtering and Model EstimationSteven LillywhiteSteven Lillywhite () Kalman Filtering and Model Estimation1 / 29 IntroductionWe aim to do the the basics of theKalman the relationship with MLE some real Lillywhite () Kalman Filtering and Model Estimation2 / 29 Overview1 Some Applications2 Some History3 Minimum Variance Estimation4 Kalman FilterState-Space FormKalman Filter AlgorithmInitial State ConditionsStability5 Maximum Likelihood Estimation6 Estimating Commodities ModelsSteven Lillywhite () Kalman Filtering and Model Estimation3 / 29 ApplicationsKeywords: Estimation , control theory, signal processing , Filtering ,linear stochastic systems. Used in the Apollo lunar landing. From theNASA Ames website: The Kalman -Schmidt filter was embedded in the Apollo navigationcomputer and ultimately into all air navigation systems, and laid thefoundation for Ames future leadership in flight and air trafficresearch.
Applications Keywords: estimation, control theory, signal processing, ltering, linear stochastic systems. Navigational systems. Used in the Apollo lunar landing.
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