 | A Kalman Filter Primer Subjects: Engineering & Technology; Mathematics & Statistics; Mathematics & Statistics for Engineers; Electrical & Electronic Engineering; Statistics & Probability; Digital Signal Processing; Statistics; System state estimation in the presence of noise is critical for control systems, signal processing, and many other applications in a variety of fields. Developed decades ago, the Kalman filter remains an important, powerful tool for estimating the variables in a system in the presence of noise. However, when inundated with theory and vast notation |
