The Kalman Filter Exposed

The Kalman Filter Exposed

If we are hiring someone such as a carpenter or an auto mechanic, we always look for two things: what kind of tools they have and what they do when things go wrong. For many types of embedded systems, one important tool that serious developers use is the Kalman filter. It is also something you use when things go “wrong.” [Carcano] recently posted a tutorial on Kalman filter equations that tries to demystify the topic. His example — a case of things going wrong — is when you have a r ..