Overview
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This course explains the Kalman filter’s prediction and estimation processes, including error covariance and system and noise models. Simple and more complex examples illustrate the process in MATLAB.
Syllabus
Recap
Estimation Step
Comparison with Low-Pass Filter
Error Covariance = Inaccuracy of Estimate
Prediction Step
How Prediction and Estimation Fit Together
The System Model
Covariance of the System Noise
MATLAB Simple Example
More Complicated Example
Taught by
Ross Dynamics Lab