Kalman Filter 4/4: Linear Kalman Filter
This video is the last part of the Kalman Filter course. It covers the Linear Kalman Filter equations.
00:00 Introduction
00:23 State-space Equations and Problem Statement
04:15 Kalman Filter phase 1: prediction
05:24 Kalman Filter phase 2: correction
06:08 Discrete form of the state-space equations (Exponential of a matrix)
10:51 Summary of the Kalman Filter
Matlab scripts and the Technical report can be found here:
https://www.patreon.com/user?u=80399744
Website:
https://www.steppeschool.com
