The Kalman Filter: a didactical overview
Systems and Control
2016-07-20 v1
Abstract
The present document aims at providing a short, didactical introduction to three standard versions of the Kalman filter, namely its variants identified as Basic, Extended, and Unscented. The application of these algorithms in three representative problems is discussed.
Cite
@article{arxiv.1607.05590,
title = {The Kalman Filter: a didactical overview},
author = {E. Matsinos},
journal= {arXiv preprint arXiv:1607.05590},
year = {2016}
}
Comments
28 pages, 12 figures