Fast Kalman Filter

A Kalman Filter is a feedback control algorithm used in stochastic systems. It is named after its developer, mathematician Abraham Wald. A Fast Kalman Filter (FKF) is a special case of the Kalman Filter that is especially fast, in the sense that it can converge faster than other forms of the Kalman Filter.

Leave a Reply

Your email address will not be published. Required fields are marked *

Scroll to Top