Sueo Sugimoto
[ ID: sapt-1710-0001 ]
We show the simplest derivation of the Kalman filter, especially, derive the so-called measurement updating equations, based on a few mathematical tools, such as the conditional Gaussian probability density function, completing the square, and the matrix inversion lemma.
Download “sapt-1710-0001” sapt-1710-0001.pdf – Downloaded 272 times – 36 KB