Masreliez theorem describes a recursive algorithm within the technology of extended Kalman filter, named after the Swedish-American physicist John Masreliez, who is its author. The algorithm estimates the state of a dynamic system with the help of often incomplete measurements marred by distortion.
Masreliez theorem describes a recursive algorithm within the technology of extended Kalman filter, named after the Swedish-American physicist John Masreliez, who is its author. The algorithm estimates the state of a dynamic system with the help of often incomplete measurements marred by distortion.
Source: Wikipedia "Masreliez's theorem" · CC BY-SA 4.0
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