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The book "Probabilistic Robotics" explains the Kalman filter really well by putting it in the larger context as a Bayesian filter. I understood it only after re
by blt 9y ago
The book "Probabilistic Robotics" explains the Kalman filter really well by putting it in the larger context as a Bayesian filter. I understood it only after reading that book
- carlmr 9y agoI haven't read that book, but seeing it as a Bayesian filter made it click for me. All the control theory guys who just handwaved with "it's basically a stochastic Luenberger observer" didn't capture the essence of the filter for me. With a strong statistics background it was much better to go from Bayesian first principles to the Kalman filter.