chapter  1
7 Pages

Kalman Filter

ByK. V. Ramachandra

The Kalman filter has made a dramatic impact on linear estimation because of its adaptability for implementation on a digital computer for online estimation and usefulness of the state space approach. Today the Kalman filter is an established technique widely applied in the fields of navigation, guidance, attitude control, satellite orbit determination, aircraft and missiles tracking, radar, sonar and biomedical signal processing, reentry of space vehicles, etc. [1–11]. Many new applications of this powerful technique are being reported in various fields of engineering and technology.