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.

Lecture Materials

Reading

Additional Resources