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Kalman filter
(redirected from Kalman filtering)

   Also found in: Wikipedia 0.01 sec.
Kalman filter [′kal·mən ‚fil·tər]
(control systems)
A linear system in which the mean squared error between the desired output and the actual output is minimized when the input is a random signal generated by white noise.


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at Fullerton) and Andrews, retired from the Rockwell Science Center, explain the theoretical and practical aspects of Kalman filtering through practice and real world examples, and in this edition include important developments in applications of filtering over the past several years, including adaptations for nonlinear filtering, more robust methods of assessment, and new applications in navigation.
Some applications examined include electricity load demand and price forecasting using HONNs trained by Kalman filtering, a novel recurrent polynomial neural network for financial time series prediction, and foreign exchange rate forecasting using a higher order flexible neural tree.
k] can be accomplished either by using a least square solution or by using a recursive algorithm based on Kalman filtering.
 
 
 
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