Chapter utorial: The Kalman Filter
implemen tation of the lter in the discrete domain, another reason for its widespread app eal. 11.5 State space deriv ation Assume that w ew an ttokno w the v alue of a v ariable within a pro cess of the form; x k +1 = + w (11.10) where; x k is the state v ector of the pro cess at time k, (nx1); is the state transition matrix of the pro cess ...
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