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Kalman: recursive linear filtering and prediction

Contribution grade

Control and estimation · Scoped scientific or research-capability contribution

Reference score140,000Provisional editorial estimate of this exact contribution; its grade is assessed separately.

What changed

Recast linear estimation in a state-space formulation with recursively updated estimates and error covariance, supporting nonstationary as well as stationary problems.

Scientific scope

Recast linear estimation in a state-space formulation with recursively updated estimates and error covariance, supporting nonstationary as well as stationary problems. Scope limitation: The optimality statement concerns the specified linear-estimation problem and its assumptions. It is not unconditional optimal nonlinear Bayesian inference for every non-Gaussian system. Earlier Wiener filtering and the paper’s acknowledged predecessors remain distinct.

Evidence

Assessment uses the catalogue-linked source evidence for the stated contribution. The optimality statement concerns the specified linear-estimation problem and its assumptions. It is not unconditional optimal nonlinear Bayesian inference for every non-Gaussian system. Earlier Wiener filtering and the paper’s acknowledged predecessors remain distinct.

Contributors

Provisional WRS assessment, edition 2026-10-16.1. Independent expert calibration is pending. This grade does not certify correctness or assign ownership.

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