Optimal State Estimator | Understanding Kalman Filters, Part 3

Описание: Download our Kalman Filter Virtual Lab to practice linear and extended Kalman filter design of a pendulum system with interactive exercises and animations in MATLAB and Simulink: https://bit.ly/3g5AwyS

Watch this video for an explanation of how Kalman filters work. Kalman filters combine two sources of information, the predicted states and noisy measurements, to produce optimal, unbiased estimates.

Download code to explore the example shown in this video: http://bit.ly/2QbbFOt

The example introduces a linear single-state system where the measured output is the same as the state (the car’s position). The video explains process and measurement noise that affect the system. You’ll learn that the Kalman filter calculates an unbiased state estimate with minimum variance in the presence of uncertain measurements. The video shows the working principles behind Kalman filters by illustrating probability density functions. You can create the probability density functions discussed in the video using the MATLAB script provided in the Controls Tech Talks repository (please see the link above).

Check out additional resources:
Download examples and code - Design and Simulate Kalman Filter Algorithms: https://bit.ly/2Iq8Hks
Kalman Filter Design Example: https://bit.ly/3a0nLWs
Design and use Kalman filters in MATLAB and Simulink: https://bit.ly/3i4VKwG

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