The Kalman filter is an efficient recursive filter that estimates the state of a Linear dynamic system from a series of noisy measurements. It is used in a wide range of engineering applications from radar to computer vision, and is an important topic in control theory and control systems engineering. Together with the Linear-quadratic regulator (LQR), the Kalman filter solves the Linear-quadratic-Gaussian control problem (LQG). The Kalman filter, the Linear-quadratic regulator and the Linear-quadratic-Gaussian controller are solutions to what probably are the most fundamental problems in control theory.
標(biāo)簽：
filter
efficient
estimates
recursive
上傳時間：
2017-08-06
上傳用戶：風(fēng)之驕子
