An Introduction to the Kalman Filter
Author : Greg Welch, Gary Bishop
Introduction
The Kalman filter is a mathematical power tool that is playing an increasingly importantrole in computer graphics as we include sensing of the real world in our systems. The goodnews is you don’t have to be a mathematical genius to understand and effectively useKalman filters. This tutorial is designed to provide developers of graphical systems with abasic understanding of this important mathematical tool.
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