Before too long, we will be relieved of the burden of long-distance driving. Given the desired destination and access to a mapping system, electronic control and navigation algorithms will select the ...

As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...

In configuring my Inertial Measurement Unit (IMU) for post-filtering of the data after the sensor, I see options for both a decimation FIR filter and also a Kalman filter. Which one is best for my ...

This is an expository article that develops the Kalman filter from a Cholesky factorization perspective. In particular, the Kalman filter is shown to be a modification of the Cholesky factorization ...