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Archive for April 22, 2020

Day 247: The Kalman filter – Part 2

Kalman filter estimate

The Kalman filter converges on the optimal state estimate using noisy measurements and a model that we create.

Okay I lied, I think we can do a better job explaining the Kalman filter, more importantly I have a fun little demo I can share with everyone. It’s not mine, but I like it a lot and it will give you a feel for what the kalman filter does. So let’s get started!
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