What is the Kalman Filter?
на канале: Iain Explains Signals, Systems, and Digital Comms
Explains the Kalman Filter equations with an example of tracking a ship in a harbour.
In memory of Prof John Moore (1941–2013), who was my PhD supervisor and taught me the Kalman Filter. John co-authored the classic book that covers this topic: B.D.O. Anderson and J.B. Moore, "Optimal Filtering", Prentice Hall, 1979.
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