20.500.12556/RUL-163765 Kalmanov filter delo diplomskega seminarja The Kalman filter Diplomska naloga spada v področje statistike, z manjšimi vložki funkcionalne analize. Definirali bomo pojme kot so cenilka z minimalno varianco in najboljša linearna cenilka z minimalno varianco in podali načine za njihov izračun. Podali bomo načine za izračun psevdoinverza, ki ga potrebujemo za izračun iskanih cenilk v številnih izrekih. Pokazali bomo, kako se s pomočjo rekurzivnih enačb izračuna cenilke in kovariance napak ocene. Glavni izrek diplomske naloge je Kalmanov filter. Izrek bomo dokazali in pokazali, kako izračunati začetne ocene, ki jih potrebujemo, da Kalmanov filter lahko poženemo. The bachelor's thesis falls within the field of statistics, with some elements of functional analysis. We will define concepts such as the minimum variance estimator and the best linear unbiased estimator with minimum variance, and we will provide methods for calculating them. We will present methods for calculating the pseudoinverse, which is needed for calculating the desired estimators in numerous theorems. We will demonstrate how to calculate estimators and covariance of estimation errors using recursive equations. The main theorem of the thesis is the Kalman filter. We will prove the theorem and show how to calculate the initial estimates needed to run the Kalman filter. cenilka z minimalno varianco linearna cenilka pravokotna projekcija rekurzivno iskanje cenilk Kalmanov filter Fischerjeva ocena minimum variance estimator linear estimators perpendicular projection recursive estimation the Kalman filter Fischer estimation true false false Slovenski jezik Angleški jezik Delo diplomskega seminarja/zaključno seminarsko delo/naloga 2024-10-10 11:46:02 2024-10-10 11:46:04 2024-10-12 03:51:54 0000-00-00 00:00:00 2024 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 519.2 144796 211117315 14330.pdf 14330.pdf 1 89E5471AD116B25A83153FAB9B9225B2 6170cdd92f9d65eef8f7fb4946f982c8dcc05a47a361626a3144969b0593285d 483ec2a5-86ec-11ef-b232-0050569b8976 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=193672 Fakulteta za matematiko in fiziko 0 0 0