(주)모아소프트는 공식 블로그를 통해 모아소프트 교육사업부의 인기교육 ‘Kalman Filtering’ 강의자료를 공유해
‘지식공유’ 라는 교육사업부의 운영목적을 더욱 널리 알리고자합니다.
‘Kalman Filtering’의 총 다섯개의 Lecture 중, 첫 번째 강의와 관련된 교육자료를 공유합니다.
(하단 첨부파일을 통해 전체 교육자료를 다운로드 받으시길 바랍니다.)
Lecture-001 -Recursive Least Square Filtering
Lecture-002 – Kalman Filtering Linear Models – Theory
Lecture-003 – Kalman Filtering Linear Models Some Examples
Lecture-004 – Nonlinear Kalman Filtering
Lecture-005 – Unscented Kalman Filtering
Kalman Filtering an elementary course
<Recursive Least Square Filter>
History
1955 – George Trimble at Glen L. Martin establish “RIAS”
-Robert Bass ( under Solomon Lefschetz)
-R.E Kalman
-Richard E. Bellman
-Richard Bucy
1958 – This group were funded by “Air Force Office of Scientific Research”
-Kalman’s idea on “state-space form of optimal estimation” which was developed by Norbert Wiener and Andrei Kolmogorov in 1940. Bucy recognized “Wiener-Hopf eaquation for Wiener filter” is equivalent to nonlinear ODE studied by Riccati.
1960 – Kalman published “discrete time filter”
1961 – Kennedy – Apollo Project announcement.
-Stanley Schmidt implemented Kalman Filter in digital computer MIT won the NASA contract for Apollo. James E. Potter solved the problem of numerical performance of Riccati matrix( measurement covariance matrix ) by Cholesky factorization.
