Kalman-and-Bayesian-Filters-in-Python
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rlabbe
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters...
In 3.16 "Sum of Gaussians (Optional)", shouldn't $p(x)=\int_{-\infty}^{\infty}f_{p}(x-z)f_{z}(z)\textbf{dx}$ be $p(x)=\int_{-\infty}^{\infty}f_{p}(x-z)f_{z}(z)\textbf{dz}$? If we integrate out $x$ then there won't be any $x$ left on the left side, right? Then also the...
I am being overwhelmed with comments and demands for my time. Write code of conduct prohibiting this, with blocks/bans for those that disregard. Reopen interactions once it is written.
Under the section '**How Velocity is Calculated**', the author writes: "The prediction $\bar{x}$ was computed as $x + \bar{x} \Delta t$" I believe the prior $\bar{x}$ on the right hand...
