Computer simulation of random phenomena has become an indispensable tool in
modern scientific investigations. So-called Monte Carlo computer approaches are
now commonly used to promote understanding of probabilistic problems.
1. Discuss several useful matrix identities.
2. Derive Kalman filter algorithms.
3. Discuss alternate form (Alternate Gain Expression) of the Kalman filter.
How-To article discussing matrix identities, deriving Kalman filter algorithms, and discusses alternate form (Alternate Gain Expression) of the Kalman filter.
A collection of articles in PDF format
A collection of articles in PDF format
Dr. Kay is author and presenter of Practical Statistical Signal Processing – using MATLAB, a 4-day course covers signal processing systems for radar, sonar, communications, speech, imaging and other applications based on state-of-the-art computer algorithms. Like all ATI courses it can be presented at a place and time of your choosing for six or more […]
Dr. Kay is author and presenter of
Practical Statistical Signal Processing – using MATLAB, a 4-day course covers signal processing systems for radar, sonar, communications, speech, imaging and other applications based on state-of-the-art computer algorithms. Like all ATI courses it can be presented at a place and time of your choosing for six or more qualified students.
