This is Part 4 of the Kalman Filter Series where we finally derive and see the Kalam Filter based on everything we've learnt in the series. It has been made in collaboration with Mathias Mantelli. Here are our LinkedIn and Twitter handles:
Mathias Mantelli:
/ mathiasmantelli
/ mathiasmantelli
Sharad Maheshwari:
/ sharad-maheshwari-b85626ba
/ msharad19
Series Description:
Part 1 - Intuitive understanding of the Kalman Filter
Part 2 - Alpha-Beta Filters
Part 3 - Formal Bayes Filter
Part 4 - Formal Kalman Filter;
Part 5 - 1-D Kalman Filter in Python from the ground up
Part 6 - 2-D Kalman Filter in Python from the ground up
Blog version of this video:
/ kalman-filter-part-3-a-formal-discussion