Distributed Sensor Networks, 2nd Edition

19

Estimation and Kalman Filters

David L. Hall

The Pennsylvania State University

19.1    Introduction

19.2    Overview of Estimation Techniques

System Models • Optimization Criteria • Optimization Approach • Processing Approach

19.3    Batch Estimation

Derivation of Weighted Least Squares Solution • Processing Flow • Batch Processing Implementation Issues

19.4    Sequential Estimation and Kalman Filtering

Deviation of Sequential Weighted Least Squares Solution • Sequential Estimation Processing Flow

19.5    Sequential Processing Implementation Issues

Filter Divergence and Process Noise • Filter Formulation • Maneuvering Targets • Software Tools

References

19.1    Introduction

Within the overall context of multi-sensor data fusion, Kalman ...