Monday, July 7, 2014

Derivation of the Kalman Filter Equations

Hello, I have made a video series consisting of 5 videos that explain the Kalman Filter algorithm and the math behind it. I try to teach the equations in a way that isn't mathematically watered down but also eases the learning curve. I still delve into covariance matrices and linear algebra concepts so its good if you know the basics of these ideas before watching the video series. Please drop me a comment on what you think of the video, and where I can improve.

Part 1 of the series is accessible here.

Thanks for reading!


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