Part III: State Estimation and Classical Inference
Chapter 9  [C]

Bayesian Filtering and the Kalman Family

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Sections

  1. 9.1 Hidden state and observation models
  2. 9.2 Recursive Bayesian estimation
  3. 9.3 The linear Kalman filter
  4. 9.4 Tuning process and measurement noise
  5. 9.5 Observability and divergence
  6. 9.6 Smoothing vs filtering
  7. 9.7 Failure modes and diagnostics

Lab 9

implement a Kalman filter for noisy position tracking; extend it to sensor dropout.