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Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?

Why it was recommended

It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.

Strong recommendationmichelpp · Original

What it covers

The first video in a 55-part series by Michel van Biezen that introduces the Kalman filter and builds from the rationale through algebraic examples to the full matrix treatment. The videos. It is for someone meeting the subject for the first time.

Video details

Channel
Michel van Biezen
Length
5 min 56 sec
Year
2015
Open on YouTube

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