Title:
An-Introduction-To-The-Kalman-Filter
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Description: In putting together this course pack we decided not to simply include copies of the slides
for the course presentation, but to attempt to put together a small booklet of information
that could stand by itself. The course slides and other useful information, including a new
Java-based Kalman Filter Learning Tool are available at
http://www.cs.unc.edu/~tracker/ref/s2001/kalman/
In addition, we maintain a popular web site dedicated to the Kalman fi lter. This site
contains links to related work, papers, books, and even some software.
http://www.cs.unc.edu/~welch/kalman/
We expect that you (the reader) have a basic mathematical background, suffi cient to
understand explanations involving basic linear algebra, statistics, and random signals.
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File list (Check if you may need any files):
An Introduction To The Kalman Filter.pdf
