The Kalman Filter: a didactical overview
arXiv:1607.055902 citationsh-index: 18
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For students or practitioners new to Kalman filtering, this offers a concise tutorial, but it is purely educational and incremental.
This paper provides a didactical overview of three standard Kalman filter variants (Basic, Extended, Unscented) and demonstrates their application in three representative problems. No new results or quantitative comparisons are presented.
The present document aims at providing a short, didactical introduction to three standard versions of the Kalman filter, namely its variants identified as Basic, Extended, and Unscented. The application of these algorithms in three representative problems is discussed.