Todor Tchangov

Dear Yi Cao,
Knowing your good level, it’s well simplified and definitely a base to get started.

It is properly presented (for the first time in US History) as Bucy and others...
and Rudolf Kalman... who then ...moved in US... and…
Please, read the history, Colleagues:
Who was the American Engineer who made this working... and rectified the Mathematicians Problems ? That way this is the American Invention.

About the Continuous Linear Process:
I think that I have problems, but the major one is with the Process model.
 
The "A-matrix Process Dynamics- Integration" of X – output of the process, presents the Result of x-dot (or k+1). And this point is “Actuated by U input. How the “u” is presented to all different states (MISO) is presented by B matrix.

After that the Matrix C will present what is measurable and what is Observable.
And then according to “how the “A dynamics” filters the Noise Spectrum presented in point "x-dot" and + + + + will make Kalman Filter to decide “what is true signal and how to restore it”.

Now understanding only “how a (negative) feedback works” and modifies the “Transfer behavior” from Point a to point b… Check out that you made a Positive feedback from X = X+1 (???) to + summing point…!?!?!?! This model has a positive feedback…which in 1985 we had fast “overloading” and had to cold restart our 4 Mb Hard Disk Drive PCs.

But I like your work and I love you guys:
Because it is hard and…
We are big Family.

Sincerely yours,
Todor Tchangov
Sonic Works
todor@sonicworks.com
tezo.spartak@gmail.com
cell: 210 906 5110