Department of Geodesy and Geomatics Engineering, University of New Brunswick, 1975. – 133 p.This synthesis has evolved out of lecture notes for a graduate course in the Department of Surveying Engineering, the University of New Brunswick, Fredericton, Canada. It is a culmination of work done in preparation for guest lectures of the subject given by the author during his sabbatical year at the following agencies and institutions: Centre National d’Etudes Spatiales (GRGS), Toulouse; Centre d’Etudes et de Recherches Geodynamiques et Astronomiques, Grasse; Technishe Universität München; Technishe Universität Hannover; Rijkscommissie voor Geodesie, Delf. The first draft of the synthesis was written in Toulouse and the final work was finished later in Fredericton.ContentsIntroduction
Review of standard cases of least squares
Derivation of the Kalman filter equations
Relationships among Kalman, Bayes, sequential and phase expressions
Collocation
Analysis of methods
Summary
References
