Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
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Thank you, sir, I am currently learning Kalman filtering, there are many formulas that I cannot understand, hope to have some examples to help me, just happened to see your work. I am very touched by your contribution to knowledge, haha, I also have no money to buy MATLAB, and finally, I wish you ca...
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"The cross variance is computed as:..." Is the word "variance" intended here or the "covariance" word should be used, like in the "10.5.2 Update Step" when the covariance is computed between the state and the measurements: "To compute the Kalman gain we first compute the cross covariance of the stat...