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Wednesday 17 July 2019
Tuesday 9 July 2019
What is LQE? Why is LQE called LQE?
Linear quadratic estimation (LQE) is better known by its adopted "trade name", the Kalman filter (widely used in GNC i.e. guidance, navigation and control, applications).
Kalman was fundamental in establishing the so-called "state space representation of dynamical systems".
Due to the scepticism against Kalman's ideas on filtering, he was forced to initially publish his results in the field of mechanical engineering.
His ideas were subsequently applied in space navigation for the Apollo program of the 1960s.
Extensions of Kalman's ideas to nonlinear systems have led to the development of the Extended Kalman Filter and so-called "unscented" Kalman filter (UKF).
Kalman was fundamental in establishing the so-called "state space representation of dynamical systems".
Due to the scepticism against Kalman's ideas on filtering, he was forced to initially publish his results in the field of mechanical engineering.
His ideas were subsequently applied in space navigation for the Apollo program of the 1960s.
Extensions of Kalman's ideas to nonlinear systems have led to the development of the Extended Kalman Filter and so-called "unscented" Kalman filter (UKF).
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