# Difference between revisions of "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. | |

== 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.