... of Kalman filtersto pave the way for their application in subsequent chapters of the book.We have chosen to follow the original paper by Kalman [1] for the 1 Kalman Filtering and Neural Networks, ... 0-4 7 1-3 699 8-5 # 2001 John Wiley & Sons, Inc. Kalman Filtering and Neural Networks, Edited by Simon HaykinCopyright # 2001 John Wiley & Sons, Inc.ISBNs: 0-4 7 1-3 699 8-5 (Hardback); 0-4 7 1-2 215 4-6 ... yk, is the orthogonal projection of xkon the spacespanned by these observables.41 KALMAN FILTERSWith these two theorems at hand, the derivation of the Kalman filterfollows.1.3 KALMAN FILTER Suppose...