The Kalman Filter: a didactical overview

2016/07/16 by Matsinos, E.
#FOS: Electrical engineering #I.4.4 #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · doi:10.48550/arxiv.1607.05590

Abstract

The present document aims at providing a short, didactical introduction to three standard versions of the Kalman filter, namely its variants identified as Basic, Extended, and Unscented. The application of these algorithms in three representative problems is discussed.

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