March 2020
Intermediate to advanced
366 pages
9h 8m
English
The Kalman filter is a statistical model that has a wide range of applications in signal processing, control theory, and statistics. The Kalman filter is a complex model, but it could be thought of as an algorithm to de-noise the observations of an object that contain a lot of noise over time when we know the dynamics of the system with certain accuracy.
Let's look at an example, to illustrate how the Kalman filter works. Imagine we want to find the location of a train that moves on rails. The train will have a velocity, but unfortunately, the only measurements we have are from radar, which only shows the location of the train.
We would like to accurately measure the location of the train. If we were to look ...
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