I am running experiments on the kalman filter, with a particular interest on the covariance Matrix. I am using the formulas given at http://en.wikipedia.org/wiki/Kalman_filter and something which seems weird to me is that the covariance matrix does not seem to be influenced at all by the measurem...
In the past 3 months I've been trying to understand the Kalman Filter. I have tried to implement it, I have watched youtube tutorials, and read some papers about it and its operation (update, predicate, etc.) But I still am unable to understand it fully , or in depth. Can someone explain it i...
Do we need kalman-filter? On the one hand the tag makes sense. In many occasions users ignore the tag excerpt, and just choose filters. In these cases I've been generally reassigning the tag to signal-processing, so a new tag might make sense. On the other hand, searching "Kalman filter" is sim...
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