It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...
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 ...
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 ...