ABSTRACT
The Kalman filter introduced in this chapter mainly serves in processing real-time data. In the fields of missile and space technology, we often need to deal with the issues of command, displays, and security control that are inseparable from the Kalman filter. Actually, the Kalman filtering method can be regarded as the application of the Gauss-Markov theorem to processing dynamic measurement and real-time data. The realization of the Kalman filtering method involves steps such as model establishment, formulas applying, and expected results analysis, among which the most crucial part is the establishment of appropriate equations of state and measurement models.
