Resource

 

How a Kalman Filter Works in Pictures

How a Kalman Filter Works in Pictures
Tim Babb
20 min
Beginner
Article / Blog
Theory

This article builds up some intuition about the Kalman filter using pictures before diving into the mathematics.  A beginner will come away with an understanding of what the Kalman filter is, what you can do with it, and how the linear Kalman filter equations are really just dealing with overlapping Gaussian blobs.

 

 

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