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
收藏
页码：83 / 95
页数：13
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