Understand & Code a Kalman Filter [Part 1 Design]

[@wahsmail]

Very informative, good notation, thank you!

[@marcosandreuoliva2318]

Awesome video! Thanks!

[@jairam2788]

Which literature is good to study kalman filter

[@harryshuman9637]

If you have 3 state system (position, velocity, acceleration), can you just integrate the G function into F ?

[@krishnareddy5589]

Acceleration will be a input variable, i think we can't take it as state variable

[@yigitsezer6696]

@@krishnareddy5589 You can, and you then use jerk as the input variable. Jerk is the time derivative of acceleration.

[@elghark]

minute 7:44 .Could you please explain what coefficient "0" belongs to? Thanks

[@cppmonk3731]

you mean in [1 0]? because we want zk = xk, but xk_vec = [xk, vk], so we need to multply that by [1 0] to get only xk. I hope that makes sense, it's not easy to do math on youtube :)

[@elghark]

@@cppmonk3731 thanks, yes it makes sense

[@belldanime]

At 11:44 , do you mean to say the inverse?

[@cppmonk3731]

yes you are right, a speech typo ;) The equation is ok, it is the inverse. thanks for letting me know.

[@agarvipul]

@@cppmonk3731 :)

[@signature445]

good