Least-squares estimation: from Gauss to Kalman

Autor:	H. W. Sorenson
Rok vydání:	1970
Předmět:	Estimation symbols.namesake Perspective (geometry) Gauss Filtering theory Econometrics symbols Kalman filter Electrical and Electronic Engineering Mathematical economics Gaussian process
Zdroj:	IEEE Spectrum. 7:63-68
ISSN:	0018-9235
DOI:	10.1109/mspec.1970.5213471
Popis:	This discussion is directed to least-squares estimation theory, from its inception by Gauss1 to its modern form, as developed by Kalman.2 To aid in furnishing the desired perspective, the contributions and insights provided by Gauss are described and related to developments that have appeared more recently (that is, in the 20th century). In the author's opinion, it is enlightening to consider just how far (or how little) we have advanced since the initial developments and to recognize the truth in the saying that we ``stand on the shoulders of giants.''
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::a9c5022bbff69e49bfd97a4011e352da https://doi.org/10.1109/mspec.1970.5213471 Zobrazit plný text záznamu