Billings, S.A.
(1980)
Introduction to Kalman Filters.
Research Report.
ACSE Report 127
.
Department of Control Engineering, University of Sheffield, Mappin Street, Sheffield
Abstract
Consider a linear, discrete time-invariant multivariable system defined by; x(k+1)=0x (k) = Bu (k) + Cw (k) (1)
z(k+1)=Hx (k+1)+ v (k+1) (2)
where z (.) is a vector of outputs or measurements, u (.) is the vector of control inputs and w (.) is a vector of disturbances acting on the system.
Metadata
Item Type:
Monograph
Authors/Creators:
Billings, S.A.
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