Kalman Filter Review

From: Stanley Kok (koks_at_cs.washington.edu)
Date: Thu Apr 24 2003 - 20:43:44 PDT

  • Next message: Alexander Yates: "Kalman Filter Review"

    Paper Title: An Introduction to the Kalman Filter
    Authors: Greg Welch and Gary Bishop

    One-line summary:
    This paper presents the essentials about Kalman filters and gives
    several examples of its usage.

    Most Important Ideas in the Paper:
    1. The Kalman filter is computationally feasible because of its
    recursive nature and can be successfully applied to stochastic
    state estimation.

    2. The Kalman filter can be extended to handle non-linear processes.

    Flaw in the Paper:
    1. The reader can gain a more balanced view if the paper discusses
    the weaknesses of the Kalman filter.

    Important, open research questions:
    1. Are the concepts of the Kalman filter applicable to planning
    problems?

    2. How can pathological cases for the Kalman filter be designed?
     This will help in understanding its weaknesses.

  • Next message: Alexander Yates: "Kalman Filter Review"

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