If you program using values that represent anything in the real world, you have probably at least heard of the Kalman filter. The filter allows you to take multiple value estimates and process them… ...

It’s part of the journey [Lauszus] took when developing a sensor filtering algorithm for his balancing robot. He’s not breaking ground on new mathematical ideas, but trying to make it a bit ...

This course introduces the Kalman filter as a method that can solve problems related to estimating the hidden internal state of a dynamic system. It develops the background theoretical topics in state ...

The Kalman filter is a tool that estimates the variables of a wide range of processes. In mathematical terms we'd say that a Kalman filter estimates the states of a linear system. There are two ...

As a follow-on course to "Kalman Filter Boot Camp", this course derives the steps of the linear Kalman filter to give understanding regarding how to adjust the method to applications that violate the ...

Example 10.3: Kalman Filtering: Estimating an SSM Using the EM Algorithm This example estimates the normal SSM of the mink-muskrat data using the EM algorithm. The mink-muskrat series are detrended.