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Kalman filter

Known as: Kalman-Bucy filter, The Kalman Smoother, Stratonovich-Kalman-Bucy 
Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing… Expand
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Papers overview

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Highly Cited
2009
Highly Cited
2009
In this paper, we present a new nonlinear filter for high-dimensional state estimation, which we have named the cubature Kalman… Expand
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Highly Cited
2007
Highly Cited
2007
In this paper, we introduce three novel distributed Kalman filtering (DKF) algorithms for sensor networks. The first algorithm is… Expand
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Highly Cited
2005
Highly Cited
2005
The problem of distributed Kalman filtering (DKF) for sensor networks is one of the most fundamental distributed estimation… Expand
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Highly Cited
2004
Highly Cited
2004
Motivated by navigation and tracking applications within sensor networks, we consider the problem of performing Kalman filtering… Expand
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Highly Cited
2003
Highly Cited
2003
3 A deterministic construction of the Kalman filter 7 3.1 The quadratic criterion to be minimized in the absence of process… Expand
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Highly Cited
2003
Highly Cited
2003
Motivated by our experience in building sensor networks for navigation as part of the Networked Embedded Systems Technology (NEST… Expand
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Highly Cited
1992
Highly Cited
1992
Probability and Random Variables Mathematical Description of Random Signals Response of Linear Systems to Random Inputs Wiener… Expand
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Highly Cited
1989
Highly Cited
1989
Using known camera motion to estimate depth from image sequences is an important problem in robot vision. Many applications of… Expand
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Highly Cited
1987
Highly Cited
1987
"Kalman Filtering with Real-Time Applications" presents a thorough discussion of the mathematical theory and computational… Expand
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Highly Cited
1970
Highly Cited
1970
A Kalman filter requires an exact knowledge of the process noise covariance matrix Q and the measurement noise covariance matrix… Expand
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