3 ms·

Not sure why, but I get this vague notion that the author might have written a book.

• esafak 2y ago
  If it takes you a whole book to explain Kalman filtering you're doing it wrong.
  • elcritch 2y ago
    Perhaps to get the basics sure, but to go through all the edge cases and parameter tuning and failure modes will easily fill a small book. That's not even going into modifying Kalman filters for non-linear systems.
    • esafak 2y ago
      Here's a survey that covers all of Bayesian filtering in 60 pages, plus references. https://www.researchgate.net/publication/238689222 https://www.researchgate.net/publication/238689222
      • elcritch 2y ago
        That's a nice survey. However for kalman filters it doesn't give practical examples or the different techniques to estimate the parameters. It doesn't cover adaptive modifications to kalmans like you often want in robotics or other applications to handle non-process external events which kalmans don't handle well. Et cetera, there's lots of reasons book forms on a topic can be useful.