# Difference between revisions of "NCS: Kalman Filtering"

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<!-- Enter a 1 paragraph description of the contents of the lecture. Make sure to include any key concepts, so that the wiki search feature will pick them up --> | <!-- Enter a 1 paragraph description of the contents of the lecture. Make sure to include any key concepts, so that the wiki search feature will pick them up --> | ||

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. | |||

== Lecture Materials == | == Lecture Materials == |

## Revision as of 02:59, 11 April 2006

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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.