What is the Kalman Filter? скачать в хорошем качестве

What is the Kalman Filter?

Explains the Kalman Filter equations with an example of tracking a ship in a harbour. In memory of Prof John Moore (1941–2013), who was my PhD supervisor and taught me the Kalman Filter. John co-authored the classic book that covers this topic: B.D.O. Anderson and J.B. Moore, "Optimal Filtering", Prentice Hall, 1979. If you would like to support me to make these videos, you can join the Channel Membership, by hitting the "Join" button below the video, and making a contribution to support the cost of a coffee a month. It would be very much appreciated. Check out my 'search for signals in everyday life', by following my social media feeds: Facebook: https://www.facebook.com/profile.php?... Instagram:   / iainexplains   Website: http://www.iaincollings.com Related videos: (see http://iaincollings.com) • What is Least Squares Estimation?    • What is Least Squares Estimation?   • What is an Adaptive Step Size in Parameter Estimation?    • What is an Adaptive Step Size in Parameter...   • How does a Radar Track Manoeuvring Targets?    • How does a Radar Track Manoeuvring Targets?   • What is a Random Variable?    • What is a Random Variable?   • What is a Probability Density Function (pdf)?    • What is a Probability Density Function (pd...   • What is a Cumulative Distribution Function (CDF) of a Random Variable?    • What is a Cumulative Distribution Function...   • What is a Moment Generating Function (MGF)?    • What is a Moment Generating Function (MGF)...   • What is a Random Process?    • What is a Random Process?   • Expectation of a Random Variable Equation Explained    • Expectation of a Random Variable Equation ...   • What is a Gaussian Distribution?    • What is a Gaussian Distribution?   • How are Matched Filter (MF), Zero Forcing (ZF), and MMSE Related?    • How are Matched Filter (MF), Zero Forcing ...   For a full list of Videos and Summary Sheets, goto: http://iaincollings.com