Kalman Filtering Tutorial
Kalman Filtering Tutorial
Kalman Filtering Tutorial
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
<strong>Kalman</strong> Filter Extensions<br />
• Validation gates - rejecting outlier measurements<br />
• Serialisation of independent measurement processing<br />
• Numerical rounding issues - avoiding asymmetric covariance<br />
matrices<br />
• Non-linear Problems - linearising for the <strong>Kalman</strong> filter.<br />
25