Kalman filters have long stood as a cornerstone in the field of target tracking and state estimation, providing an optimally recursive solution for estimating the state of dynamic systems in the ...

Applies this understanding to enhancing the robustness of the filter and to extend to applications including prediction and smoothing. Shows how to implement a target-tracking application in Octave ...

The use of Kalman filter methods for high-performance order tracking of noise and vibration signals was introduced in 1993. Based on experience with that original formulation, further work has ...