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A simple derivation of the Kalman filter — arXiv:2609.02332

Source: arXiv (en)
Original: https://arxiv.org/abs/2609.02332
License (as archived): CC0-1.0
Archived: 2026-10-17T05:17:03.422Z
SHA-256 of the archived text: 08d74af6254b7a08829aae6ba237d664e9cbfd0cc53474475cf6f801642bceb7
Stable URL of this page: https://metraipolis.com/documento/dc_0da41d643387

How to cite

A simple derivation of the Kalman filter — arXiv:2609.02332 — arXiv (en), https://arxiv.org/abs/2609.02332 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_0da41d643387 (Metraipolis archive dc_0da41d643387, sha256 08d74af6254b7a08829aae6ba237d664e9cbfd0cc53474475cf6f801642bceb7)

BibTeX

@misc{dc0da41d643387,
  title = {A simple derivation of the Kalman filter — arXiv:2609.02332},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2609.02332},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_0da41d643387; sha256 08d74af6254b7a08829aae6ba237d664e9cbfd0cc53474475cf6f801642bceb7},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2609.02332. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

In this lecture note, we present a concise and self-contained derivation of the discrete-time Kalman filter equations that requires only a basic understanding of least squares estimation. The treatment is designed to minimize mathematical overhead while preserving both rigor and generality.

Tema degli esploratori: statistica e scienza dei dati (retro-catalogo arXiv: annunci del 2026-09-03 in stat.ME).
Categorie arXiv: Optimization and Control (math.OC) ; Signal Processing (eess.SP); Systems and Control (eess.SY); Statistics Theory (math.ST); Methodology (stat.ME).
Pagina del lavoro: https://arxiv.org/abs/2609.02332 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-10-17T04:27:19.638Z dalla pagina https://arxiv.org/catchup/stat.ME/2026-09-03?abs=True (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).