Open Access
2007 Geometry of Kalman Filters
Marciej P. Wojtkowski
J. Geom. Symmetry Phys. 9: 83-95 (2007). DOI: 10.7546/jgsp-9-2007-83-95


We present a geometric explanation of Kalman filters in terms of a symplectic linear space and a special quadratic form on it. It is an extension of the work of Bougerol with application of a different metric we have introduced earlier. The new results are contained in Theorem 1 and Theorem 4.


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Marciej P. Wojtkowski. "Geometry of Kalman Filters." J. Geom. Symmetry Phys. 9 83 - 95, 2007.


Published: 2007
First available in Project Euclid: 20 May 2017

zbMATH: 1139.93035
MathSciNet: MR2380017
Digital Object Identifier: 10.7546/jgsp-9-2007-83-95

Rights: Copyright © 2007 Institute of Biophysics and Biomedical Engineering, Bulgarian Academy of Sciences

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