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Understanding the Basis of the Kalman Filter Via a Simple and Intuitive Derivation [Lecture Notes] | IEEE Journals & Magazine | IEEE Xplore

Understanding the Basis of the Kalman Filter Via a Simple and Intuitive Derivation [Lecture Notes]


Abstract:

This article provides a simple and intuitive derivation of the Kalman filter, with the aim of teaching this useful tool to students from disciplines that do not require a...Show More

Abstract:

This article provides a simple and intuitive derivation of the Kalman filter, with the aim of teaching this useful tool to students from disciplines that do not require a strong mathematical background. The most complicated level of mathematics required to understand this derivation is the ability to multiply two Gaussian functions together and reduce the result to a compact form.
Published in: IEEE Signal Processing Magazine ( Volume: 29, Issue: 5, September 2012)
Page(s): 128 - 132
Date of Publication: 22 August 2012

ISSN Information:


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