A class of algorithms for discrete-time Kalman filtering

The need in systematizing the algorithms of discrete-time Kalman filtering is indicated. Possible forms for analytical representation of these algorithms and rules for choice of initial conditions for them are found. Possible flowcharts of these algorithms are constructed. The interelation of the analytical respresentations and the flowcharts are investigated. Laws goverining the relations of different flowcharts are ascertained. Knowledge on the kinds of initial data and filtering algorithms from various literature sources is given.