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The celebrated Kalman filter, rooted in the state-space formulation or linear dynamical systems, provides a recursive solution to the linear optimal filtering problem. It applies to stationary as well as nonstationary environments. The solution is recursive in that each updated estimate of the state is computed from the previous estimate and the new input data, so only the previous estimate requires storage. In addition to eliminating the need for storing the entire 1 past observed data, the Kalman filter is computationally more efficient than computing the estimate directly from the entire past observed data at each step of the filtering process.

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Pricinples and fundamentals of electrical engineering-Pricinples and fundamentals of electrica l engineering

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数字识别程序，包括数字定位、数字倾斜校正、数字特征提取、数字是被-The number of identification procedures, including the number of positioning, the number of tip-tilt correction, the number of feature extraction, figure is

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