NCS: Kalman Filtering
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In this lecture, we will study and derive the Kalman filter. In particular, we will see under what assumptions and in what sense the Kalman filter is optimal.
| Prev: Alice Planner | Course Home | Next: MHE |
In this lecture, we will study and derive the Kalman filter. In particular, we will see under what assumptions and in what sense the Kalman filter is optimal.