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Browsing Notas Técnicas by Subject "C13- Estimación"
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- Filtro de KalmanThe Kalman filter is a set of mathematical equations that provides an efficient computational (recursive) solution of the least-squares method. The goal is to find unbiased minimum variance lineal estimator of the state at time t with base in available information at time t-1 and update with the additional available information at time t that estimator. This filter is the principal algorithm to estimate dynamic systems specified in state-space form.