Lectures in The Kalman Filter
Lecture 1: What Is A Kalman Filter?
Lecture 2: Flowchart Of A Simple Example (Single Measured Value)
Lecture 3: The Kalman Gain: A Closer Look
Lecture 4: The 3 Calculations Of The Kalman Filter
Lecture 5: A Simple Example Of The Kalman Filter
Lecture 6: A Simple Example Of The Kalman Filter (Continued)
Lecture 7: The Multi-Dimension Model 1
Lecture 8: The Multi-Dimension Model 2-The State Matrix
Lecture 9: The Multi-Dimension Model 3: The State Matrix
Lecture 10: 4: The Control Variable Matrix
Lecture 11: 5: Find The State Matrix Of A Falling Object
Lecture 12: 6: Update The State Matrix
Lecture 13: 7: State Matrix Of Moving Object In 2-D
Lecture 14: 8: What Is The Control Variable Matrix?
Lecture 15: 9: Converting From Previous To Current State 2-D
Lecture 16: 10: Converting From Previous To Current State 3-D
Lecture 17: 11: Numerical Ex. Of Finding The State Matrix 1-D
Lecture 18: What Is A Covariance Matrix?
Lecture 19: What Is A Variance-Covariance Matrix?
Lecture 20: Example Of Covariance Matrix And Standard Deviation
Lecture 21: Finding The Covariance Matrix, Numerical Ex. 1
Lecture 22: Finding The Covariance Matrix, Numerical Ex. 2
Lecture 23: Finding The Covariance Matrix, Numerical Example
Lecture 24: Finding The State Covariance Matrix: P=?
Lecture 25: Explaining The State Covariance Matrix
Lecture 26: Flow Chart Of 2-D Kalman Filter - Tracking Airplane
Lecture 27: 1. The Predicted State - Tracking Airplane
Lecture 28: 2. Initial Process Covariance - Tracking Airplane
Lecture 29: 3. Predicted Process Covariance - Tracking Airplane
Lecture 30: 4. Calculate The Kalman Gain - Tracking Airplane
Lecture 31: 5. The New Observation - Tracking Airplane
Lecture 32: 6. Calculate Current State - Tracking Airplane
Lecture 33: 7. Update Process Covariance - Tracking Airplane
Lecture 34: 8. Current Becomes Previous - Tracking Airplane
Lecture 35: 1, 2, 3 Of Second Iteration - Tracking Airplane
Lecture 36: 4. Kalman Gain Second Iteration - Tracking Airplane
Lecture 37: 5, 6 Of Second Iteration - Tracking Airplane
Lecture 38: 7, 8 Of Second Iteration - Tracking Airplane
Lecture 39: Part 1 Of Third Iteration - Tracking Airplane
Lecture 40: Part 2 Of Third Iteration - Tracking Airplane
Lecture 41: Graphing 1St 3 Iterations (T Vs X) - Tracking Airplane
Lecture 42: Graphing 1St 3 Iterations (T Vs V) - Tracking Airplane