Mathematical Reports: The Discrete Kalman Filter and Least Squares - Paperback

by Arthur Ziffer (Author)

The book consists of three parts. The first part gives an elementary derivation of the five basic equations of the discrete Kalman filter.
The second part is a collection of reports on color matching with much use made of the theory of least squares. The third part shows how the discrete Kalman filter can be looked at as iterated least squares.