An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution.
Robert Patton LelandPublished in: IEEE Trans. Autom. Control. (1996)
Keyphrases
- kalman filter
- kalman filtering
- hamilton jacobi
- object tracking
- target tracking
- extended kalman filter
- particle filter
- particle filtering
- mean shift
- reduced order model
- optimal solution
- state space model
- state estimation
- robust tracking
- pattern recognition
- optimal control
- closed form
- computer simulation
- markov chain
- artificial neural networks