OBC: Kalman Filtering
From FBSwiki
Stochastic Systems | Kalman Filtering | Sensor Fusion |
In this chapter we derive the Kalman filter in continuous time (also referred to as the Kalman-Bucy filter).
- Chapter PDF (23 Feb 08; pretty rough)
Stochastic Systems | Kalman Filtering | Sensor Fusion |
In this chapter we derive the Kalman filter in continuous time (also referred to as the Kalman-Bucy filter).