Knowledge of the process noise covariance matrix is essential for the application of Kalman filtering. However, it is usually a difficult task to ob...
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In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discrete-data linear filtering problem. Since that time, due i...
In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discretedata linear filtering problem [Kalman60]. Since that t...
