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This chapter briefly introduces the aspects of signal theory relevant to state estimation using the Kalman filter. It is closely related to the foundational Chapter 3. Therefore, it is recommended to read that chapter beforehand. Building on the previous Chapter 3, this chapter introduces the concepts of stochastic processes, autocorrelation, and cross-correlation, and concludes with a description of other specific stochastic processes such as “white noise”.

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Signal Theory

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  • 发表日期：

    2026年

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  • Sebastian Dingler,
  • Reiner Marchthaler

摘要

This chapter briefly introduces the aspects of signal theory relevant to state estimation using the Kalman filter. It is closely related to the foundational Chapter 3. Therefore, it is recommended to read that chapter beforehand. Building on the previous Chapter 3, this chapter introduces the concepts of stochastic processes, autocorrelation, and cross-correlation, and concludes with a description of other specific stochastic processes such as “white noise”.