Kalman filter derivation
Summary
Mathematical derivation of the Kalman filter.
Context
This concept has the prerequisites:
- Kalman filter
- computations on multivariate Gaussians (The derivation involves computations on multivariate Gaussians.)
Core resources (we're sorry, we haven't finished tracking down resources for this concept yet)
Supplemental resources (the following are optional, but you may find them useful)
-Paid-
→ Probabilistic Robotics
See also
-No Additional Notes-