Kalman Filtering:theory And Application

This book addresses a key technology for digital information processing: Kalman filtering, which is generally considered to be one of the greatest discoveries of the 20th century. It introduces readers to issues concerning various uncertainties in a single plant, and to corresponding solutions based on adaptive estimation. Further, it discusses in detail the issues that arise when Kalman filtering technology is applied in multi-sensor systems and/or multi-agent systems, especially when various sensors are used in systems like intelligent robots, autonomous cars, smart homes, smart buildings, etc., requiring multi-sensor information fusion techniques.

Combinatorial Kalman filters are a standard tool today for pattern recognition and charged particle reconstruction in high energy physics. In this thesis the implementation of the track finding software for the Belle II experiment and first studies on early Belle II data are presented. The track finding algorithm exploits novel concepts such as multivariate track quality estimates to form charged trajectory hypotheses combining information from the Belle II central drift chamber with the inner vertex sub-detectors.

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