Space-Time Kalman Filter
Spatial and Temporal Modeling and Analysis
Published Online: 15 SEP 2006
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Cressie, N. and Wikle, C. K. 2006. Space-Time Kalman Filter. Encyclopedia of Environmetrics. 5.
- Published Online: 15 SEP 2006
The Kalman filter arose out of R.E. Kalman's interest in applying the concept of state vectors to the Wiener filtering problem. The success of this method was evident in early applications to trajectory estimation and control of spacecraft; it was so successful, in fact, that the Kalman filter quickly became an essential component of modern control systems theory and practice. This initial success led to the propagation of Kalman-filtering ideas to other scientific disciplines, within which the methodology was adapted to suit numerous state–space oriented problems. Kalman filtering (of spatial data) is still an active area of research in the atmospheric and oceanic sciences.