Kalman Filter for Beginners, Part 2 - Estimation and Prediction Process & MATLAB Example
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YouTubeDr. Shane Ross
Kalman Filter for Beginners, Part 2 - Estimation and Prediction Process & MATLAB Example
Use the Kalman Filter, even without knowing all the theory! In Part 2 of my three-part series, I discuss the prediction and estimation processes, making an analogy with low-pass filters. We construct a system model via the state transition matrix A, the state-to-measurement matrix H, and the process noise and measurement noise matrices, Q and R ...
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