« Kalman filters are algorithms used intensively in various domain, such as navigation, guidance and control. It was, for example, incorporated in
Apollo navigation computer. Understanding Kalman filters is not obvious, though, as it could be seen in
Wikipedia's definition. This article tries to explain the 'simple' Kalman Filter in the context of autonomous vehicle's navigation and gives some practical insights. It points also to two other well detailed articles about
Extended Kalman Filters and
Unscented Kalman Filters.
»