Understanding Kalman Filters: A Practical Example

Kalman filters are a powerful tool for estimating the state of a system based on a series of measurements. They are widely used in a variety of applications, including navigation, control systems, and signal processing. In this post, we will explore the concept of Kalman filters through a simple example of tracking a moving object using GPS measurements. Scenario Our example scenario is a moving object that we want to track using GPS measurements. Read more