3 Clever Tools To Simplify Your Kalman Bucy Filter
L. Epsteinand S. L. The l·d·lt square-root filter requires orthogonalization of the observation vector. This predicted state estimate is also known as the a priori state estimate because, although it is an estimate of the state at the current timestep, it does not include observation information from the current timestep. J. How To: My […]