2015Unpublished venueRequires access

Kalman Filter and Its Application

Qiang Li, Ranyang Li, Kaifan Ji, Wei Dai

Open publisher page 444 citations

Abstract

Kalman filter is a minimum-variance estimation for dynamic systems and has attracted much attention with the increasing demands of target tracking. Various algorithms of Kalman filter was proposed for deriving optimal state estimation in the last thirty years. This paper briefly surveys the recent developments about Kalman filter (KF), Extended Kalman filter (EKF) and Unscented Kalman filter (UKF). The basic theories of Kalman filter are introduced, and the merits and demerits of them are analyzed and compared. Finally relevant conclusions and development trends are given.

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What this paper is about

Kalman filter is a minimum-variance estimation for dynamic systems and has attracted much attention with the increasing demands of target tracking. Various algorithms of Kalman filter was proposed for deriving optimal state estimation in the last thirty years. This paper briefly surveys the recent developments about Kalman filter (KF), Extended Kalman filter (EKF) and Unscented Kalman filter (UKF). The basic theories of Kalman filter are introduced, and the merits and demerits of them are analyzed and compared. Finally relevant conclusions and development trends are given.

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OpenAlex reports 444 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

Kalman filter is a minimum-variance estimation for dynamic systems and has attracted much attention with the increasing demands of target tracking. Various algorithms of Kalman filter was proposed for deriving optimal state estimation in the last thirty years. This paper briefly surveys the recent developments about Kalman filter (KF), Extended Kalman filter (EKF) and Unscented Kalman filter (UKF). The basic theories of Kalman filter are introduced, and the merits and demerits of them are analyzed and compared. Finally relevant conclusions and development trends are given.

Key concepts: Kalman filter, Invariant extended Kalman filter, Extended Kalman filter, Fast Kalman filter, Alpha beta filter, Ensemble Kalman filter, Unscented transform, Control theory (sociology)

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