2008 Asia Simulation Conference - 7th International Conference on System Simulation and Scientific Computing 2008
DOI: 10.1109/asc-icsc.2008.4675476
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Study on Kalman filtering for noise filtration in INS

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Cited by 4 publications
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“…In equation ( 4), P(k|k-1) is the covariance matrix of X(k|k-1), while P(k-1|k-1) is the covariance matrix of X(k-1|k-1). , A is the transposition matrix of A. Equations ( 3) and ( 4) are the time updating equations of Kalman filter [4] .…”
Section: ( ) ( ) ( )mentioning
confidence: 99%
“…In equation ( 4), P(k|k-1) is the covariance matrix of X(k|k-1), while P(k-1|k-1) is the covariance matrix of X(k-1|k-1). , A is the transposition matrix of A. Equations ( 3) and ( 4) are the time updating equations of Kalman filter [4] .…”
Section: ( ) ( ) ( )mentioning
confidence: 99%
“…Kalman filter is an important field of computer application. It is one of the most effective methods to solve the noise and it is widely applied in the control of aircraft, missile and satellite [1,2] . Kalman filter could generate a kind of recursive estimate.…”
Section: Introductionmentioning
confidence: 99%