Сравнение на методи

	Йерархичен филтър на Калман	Калманов филтър
Област	Бейсови методи	Бейсови методи
Семейство	Bayesian methods	Bayesian methods
Година на възникване	1994	1960
Създател	Chou, Willsky & Benveniste	Rudolf E. Kalman
Тип	recursive Bayesian state estimator	recursive Bayesian filter
Основополагащ източник	Chou, K. C., Willsky, A. S., & Benveniste, A. (1994). Multiscale recursive estimation, data fusion, and regularization. IEEE Transactions on Automatic Control, 39(3), 464–478.	Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1), 35-45.
Други названия	multi-scale Kalman filter, multilevel Kalman filter, hierarchical state-space filter, HKF	linear quadratic estimator, LQE, Kalman-Bucy filter, optimal recursive filter
Свързани	4	5
Резюме	The Hierarchical Kalman Filter (HKF) extends the classic Kalman filter to systems with multiple levels or scales of state representation. It applies Kalman recursions at each level of a hierarchy — from coarse to fine resolution or from global to local subsystems — and passes information across levels via upward and downward sweeps, producing optimal linear state estimates throughout a structured state-space.	The Kalman filter is an optimal recursive algorithm for estimating the hidden state of a linear dynamical system from noisy measurements. At each time step it alternates between a prediction step — projecting the state forward using the system model — and an update step that corrects the prediction with the new observation, producing minimum-variance state estimates and their uncertainty in real time.