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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.
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.
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