General formulation of process noise matrix for track fitting with Kalman filter

Kolahal Bhattacharya, Sudeshna Banerjee, Naba K. Mondal · arXiv (Cornell University) · 2015

In the context of track fitting problems by a Kalman filter, the general functional forms of the elements of the random noise matrix are derived for tracking through thick layers of materials and magnetic fields. This work generalizes the form of the random noise matrix obtained by Mankel[1].

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