Title:
kalman-filter-simulation-tools
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Description: In 1960, R. E. Kalman published his famous paper describ ing a recursive solution to the discretedata li near filtering problem [Kalman60]. Since that time, due in large part to advances in digital computi Vi, the Kalman filter has been the subject of extens ive research and application. particularly in the area of autonomous or assis ted navigation. A very "friendly" introductio n to the general idea of the Kalman filter can be f ound in Chapter 1 of [Maybeck79] while a more complete introductory discussion can be found in [Sorenson70] which also contains some interesting historic al narrative.
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