Beyond the Kalman Filter I: Extended Kalman Filter
The extended Kalman filter with an application to position estimation
Kalman Filter
The Kalman Filter VIII: QR-based square root form
Square root form of the Kalman filter
The Kalman Filter VII: Recursive maximum a posteriori
We show that the Kalman filter is a recursive maximum a posteriori estimator. This
The Kalman Filter VI: Further examples
Further examples using the Kalman filter in Python
The Kalman Filter IV: Application to position estimation
We use the Kalman filter to estimate the position of a vehicle by fusing tachometer and GPS sensor data
The Kalman Filter III: Measurement and time updates
We derive the measurement and update steps of the Kalman filter
The Kalman Filter I: The Gauss-Markov model
We present the Gauss-Markov Model, thus taking our first step towards understanding the Kalman filter
Estimation theory lecture notes
Lecture note on estimation theory
Kalman Filter Video Lectures
A series of 13 video lectures on the Kalman Filter