摘要
本文用加权最小二乘法给出Kalman滤波公式一个简易的证明,避免了原证明中冗长而复杂的推导。
This paper gives a simple and easy proof of Kalman filtering with the weighted method of least squares, and avoids the complex and long deduction in original proof.
出处
《上海海运学院学报》
1991年第3期71-73,共3页
Journal of Shanghai Maritime University
关键词
滤波
卡尔曼滤波
加权
最小二乘法
Kalman filtering, equations of state, the weighted methods of least squares, observational equations, weighted matrix, noncorrelation
