<abstract xml:lang="en" xmlns="http://www.w3.org/1999/xhtml"><p>A Kalman filter is an optimal linear estimator developed in 1960. It is a recursive algorithm, i.e. it uses its output as an input for the next cycle. It allows to effectively estimate the dynamic parameters and predict their future values.</p><p>Although huge number of papers have been written on this topic, this paper intends to introduce the processes within a Kalman filter and allow them to be fully understood without the need for a broad mathematical background. Several examples of a Kalman filter based on situations in geodesy, surveying and navigation are solved step by step to explicitly show the performance of this approach to linear estimations.</p></abstract>

A Kalman filter is an optimal linear estimator developed in 1960. It is a recursive algorithm, i.e. it uses its output as an input for the next cycle. It allows to effectively estimate the dynamic parameters and predict their future values.Although huge number of papers have been written on this topic, this paper intends to introduce the processes within a Kalman filter and allow them to be fully understood without the need for a broad mathematical background. Several examples of a Kalman filter based on situations in geodesy, surveying and navigation are solved step by step to explicitly show the performance of this approach to linear estimations.

The use of a Kalman filter in geodesy and navigation

Department of Theoretical Geodesy, Faculty of Civil Engineering, Slovak University of Technology, 813 68 Bratislava

Slovak Journal of Civil Engineering

{"article-title":"The use of a Kalman filter in geodesy and navigation"}

A Kalman filter is an optimal linear estimator developed in 1960. It is a recursive algorithm, i.e. it uses its output as an input for the next cycle. It...

The use of a Kalman filter in geodesy and navigation

Publié en ligne: 11 juil. 2011

Pages: 8 - 15

DOI: https://doi.org/10.2478/v10189-011-0007-y

Mots clés
Kalman filter, observation adjustment

This content is open access.

The use of a Kalman filter in geodesy and navigation

Publié en ligne: 11 juil. 2011

Pages: 8 - 15

DOI: https://doi.org/10.2478/v10189-011-0007-y

Mots clésKalman filter, observation adjustment

This content is open access.

Mots clés
Kalman filter, observation adjustment