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About The Extended Kalman Filter: An Interactive Tutorial For Non Experts
This document is an interactive tutorial on the extended Kalman filter (EKF) for non-experts. It uses examples of estimating an airplane's altitude to introduce concepts from the standard Kalman filter and linear algebra. The tutorial explains that real-world sensor measurements contain noise and the EKF allows estimating the actual current state given noisy observations, process constants, and the overall measurement noise. It expresses the state and observation equations generally using mathematical notation and introduces the idea of estimating the state as a tradeoff between the previous estimate and current observation, weighted by a gain term.
Detailed Information
| Author: | ['mago876'] |
|---|---|
| Publication Year: | 2019 |
| Pages: | 17 |
| Language: | English |
| Format: | |
| Price: | FREE |
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