Introduction and Implementations of the Kalman Filter 2019
DOI: 10.5772/intechopen.80600
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Introduction to Kalman Filter and Its Applications

Abstract: We provide a tutorial-like description of Kalman filter and extended Kalman filter. This chapter aims for those who need to teach Kalman filters to others, or for those who do not have a strong background in estimation theory. Following a problem definition of state estimation, filtering algorithms will be presented with supporting examples to help readers easily grasp how the Kalman filters work. Implementations on INS/GNSS navigation, target tracking, and terrain-referenced navigation (TRN) are given. In eac… Show more

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Cited by 113 publications
(55 citation statements)
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“…An introduction to the Kalman filter is presented by [48]. It can be used to track the movement or position of a structure using measured dynamic properties (e.g.…”
Section: Sensor Fusion Of Rotational Measurementsmentioning
confidence: 99%
“…An introduction to the Kalman filter is presented by [48]. It can be used to track the movement or position of a structure using measured dynamic properties (e.g.…”
Section: Sensor Fusion Of Rotational Measurementsmentioning
confidence: 99%
“…The Kalman filter operates by repeating a series of two stages: Prediction and update [ 22 ]. Using the system model, it predicts the state variables, compensates for the difference between the measured variables and their predicted values, and outputs a new estimation of the state variables…”
Section: Generation Of Subject Vehicle Trajectorymentioning
confidence: 99%
“…It is a mathematical iterative process that use a set of consecutive data and equations that quickly input to estimate the true value like velocity, position, etc of the measured object, when the measured value is random error uncertainty or vibration or unpredicted [26][27][28]. Figure 3 shows the block diagram of the process of Kalman filter.…”
Section: Kalman Filtermentioning
confidence: 99%