Kalman-Filter

Kalman Filter

• A non-mathematical introduction to Kalman Filters for programmers - Pravesh Koirala
• rlabbe/Kalman-and-Bayesian-Filters-in-Python: Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
• ECE5550: Applied Kalman Filtering
• How a Kalman filter works, in pictures | Bzarg
• bishop_slides.pdf