The Extended Kalman Filter (EKF): Why Taylor Expansions are Awesome

Описание к видео The Extended Kalman Filter (EKF): Why Taylor Expansions are Awesome

In this video, we explain how to derive the Extended Kalman Filter (EKF) from the definition of the Bayes Filter and how it is closely related to the Kalman Filter. The EKF is widely used because it is a simple yet effective way to handle nonlinearities in the motion and sensor models. This video will naturally lead into the Unscented Kalman Filter (UKF), which is another method to handle nonlinearities without linearization. Enjoy!

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