NCS: Kalman Filtering: Difference between revisions

From Murray Wiki
Jump to navigationJump to search
No edit summary
 
No edit summary
Line 2: Line 2:


<!-- 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 -->
This is the template for CDS 270 lectures. If you edit this page, you will see comments describing what goes in each section.  '''Do not edit this template.''' See [[CDS 270: Information for Lecturers]] for more information on how to create a wiki page corresponding to a lecture.
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

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.

Lecture Materials

Reading

Additional Resources