Kalman Filter Made Easy eBook (With Python Source Code!)

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Are you having trouble learning about the Kalman Filter?

Stop the pain, and start reading the Kalman Filter Made Easy eBook!

What you get?

  • Kalman Filter Made Easy eBook
  • Python Source Code for Book Examples
  • Microsoft Excel Worksheet for Book Example

If you want a sample of my writing check out one of my blog posts on the Kalman Filter!

Table of Contents

Chapter 1: What is a Filter?

  • Average Filter
  • Moving Average Filter
  • Exponential Moving Average Filter
  • Kalman Filter

Chapter 2: The Kalman Filter Explained Simply

Chapter 3: Image Object Tracking Tutorial with a Kalman Filter - Symbolic Kalman Filter Tutorial

  • Step 1: Initialize System State
  • Step 2: Reinitialize System State
  • Step 3: Predict System State Estimate
  • Step 4: Compute the Kalman Gain
  • Step 5: Estimate System State and System State Error Covariance Matrix

Chapter 4: Kalman Filter Basic Example

  • Designing the System Model
  • Executing the Filter
  • Changing the System Model

Chapter 5: Kalman Filter - Python Example - Estimating Velocity from Position

  • Computing Measurements
  • Filtering Measurements
  • Testing Kalman Filter
  • Plot Kalman Filter Results
  • Analyze Kalman Filter Results

Chapter 6: Extended Kalman Filter - Python Example

  • Extending Kalman Filter Algorithm
  • Extended Kalman Filter - Python Implementation
  • Computing Measurements
  • Testing Extended Kalman Filter

Chapter 7: Getting Started with Data and Simulation

  • Integrating Filter into System
  • Use Data from Previous System Operation
  • Simulation

Chapter 8: Getting Started with Performance Analysis

  • Logging Data
  • Defining Requirements
  • Validating Requirements

Chapter 9: Sensor Fusion

  • What is Sensor Fusion
  • Implementation Differences

Appendix A: Kalman Filter Derivation

  • Assumptions
  • Prediction
  • Estimation
  • Kalman Gain

* All Python example source code files will be provided with the book

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Derivation, Examples, Python Examples, Simulations, and Analysis!

Kalman Filter Equations
Kalman Filter Python Examples
Extended Kalman Filter
Simulation Techniques
Design Constraints


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Kalman Filter Made Easy eBook (With Python Source Code!)

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