Kalman Filter

1. Discuss several useful matrix identities. 2. Derive Kalman filter algorithms. 3. Discuss alternate form (Alternate Gain Expression) of the Kalman filter.
  • Version
  • Download 245
  • File Size 83.52 KB
  • File Count 1
  • Create Date July 23, 2019
  • Last Updated August 7, 2019

Kalman Filter

How-To article discussing matrix identities, deriving Kalman filter algorithms, and discusses alternate form (Alternate Gain Expression) of the Kalman filter.

Leave a Reply

Your email address will not be published. Required fields are marked *