📝 Modelling Kalman Filters ● Kalman Filters (3&4/5) (Patreon)

Hi everyone! 👋

The content spree continues! 🤪 This week I am publishing TWO (2!!!) more articles! 

• Part 3: Modelling Kalman Filters
• Part 4: The Extended Kalman Filter

They continue the journey into the secrets of Kalman Filters.

In case you missed it, the first two posts are already out:

• Part 1: Kalman Filters: From Theory to Implementation
• Part 2: The Mathematics of Kalman Filter

With those four posts, you should already be able to create very effective Kalman Filters for non-linear processes (known as Extended Kalman Filters).

Part 2, 3 and 4 have been submitted as part of the Summer of Maths Exposition 2.

The final part, which will include the full code and implementation, will be released at a later time.

Thank you again for your support, and if you have any question feel free to reach out to me on Discord!

🧔🏻