Understanding the Basis of the Kalman Filter Via a simple and intuitive derivation

十分好的卡尔曼lecture note。很好理解，图示也很清晰。

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lecture NOTES Ramsey Faragher Understanding the Basis of the Kalman Filter Via a Simple and Intuitive Derivation T his article provides a simple and intuitive derivation of the Kalman filter with the aim of teaching this useful tool to students from disci plines that do not require a strong mathematical background The most complicated level of mathematics required to understand this derivation is the ability to multiply two Gaussian functions together and reduce the result to a compa......