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Kalman Filters

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Abstract

Understanding or controlling a physical system often requires a model of the system, that is, knowledge of the characteristics and structure of the system. A model can be a pre-defined structure or can be determined solely through data. In the case of Kalman Filtering, we create a model and use the model as a framework for learning about the system. This is part of the Control branch of our Autonomous Learning taxonomy from Chapter 1.

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References

  1. S. Sarkka. Lecture 3: Bayesian Optimal Filtering Equations and the Kalman Filter. Technical Report, Department of Biomedical Engineering and Computational Science, Aalto University School of Science, February 2011.

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  2. M. C. VanDyke, J. L. Schwartz, and C. D. Hall. Unscented Kalman Filtering for Spacecraft Attitude State and Parameter Estimation. Advances in Astronautical Sciences, 2005.

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© 2019 Michael Paluszek and Stephanie Thomas

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Paluszek, M., Thomas, S. (2019). Kalman Filters. In: MATLAB Machine Learning Recipes. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-3916-2_4

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