GEOMETRY OF KALMAN FILTERS

被引：0

作者：

Wojtkowski, Maciej P. ^{[1
]}

机构：

[1] Univ Warmia & Mazury, Dept Math & Informat, Ul Zolnierska 14, PL-10561 Olsztyn, Poland

来源：

JOURNAL OF GEOMETRY AND SYMMETRY IN PHYSICS | 2007年 / 9卷

关键词：

D O I：

暂无

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We present a geometric explanation of Kalman filters in terms of a symplectic linear space and a special quadratic form on it. It is an extension of the work of Bougerol with application of a different metric we have introduced earlier. The new results are contained in Theorem 1 and Theorem 4.

引用

页码：83 / 95

页数：13

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