Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

What is the difference between additive and multiplicative kalman filters, as well as some other kinds?

I'm also looking for reference texts and articles that describe the algorithms, so recommendations for those as well would be preferable.

share|cite|improve this question
Maybe this is more suited to ? – tdc Jan 11 '12 at 12:51

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.