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Michel van Biezen has an excellent video series on Kalman filters: https://www.youtube.com/watch?v=CaCcOwJPytQ https://www.youtube.com/watch?v=CaCcOwJPytQ He
by michelpp 5y ago
Michel van Biezen has an excellent video series on Kalman filters:
https://www.youtube.com/watch?v=CaCcOwJPytQ https://www.youtube.com/watch?v=CaCcOwJPytQ
He walks you though all the way from the rationale, to a simple algebraic example, to the full blown Linear Algebraic Matrix solution. It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.
- moffkalast 5y ago> The Kalman Filter (video 1 of 55) That seems... excessive.
- persedes 5y agoit's not 55 videos (dunno if he forgot to upload them or misnumbered them...). Also most of it (I'd say 70%) is him doing matrix multiplications on a whiteboard. Which is excellent if you need a refresher in linear algebra (or just suck at it ;)), otherwise you can skip a lot of the content. That aside, he does an excellent job explaining it.
- sp332 5y agoHe got to 42 https://m.youtube.com/playlist?list=PLX2gX-ftPVXU3oUFNATxGXY90AULiqnWT https://m.youtube.com/playlist?list=PLX2gX-ftPVXU3oUFNATxGXY...
- iamcreasy 5y agoAverage length of these videos are 5 minutes.