Extended Kalman Filters for Dummies
<p>Let’s say that “Bayesian inference” has to do with statistics. Its goal is to make predictions using all the information currently available until new information is generated. With this statement we can already get the main idea from Kalman Filters.</p>
<p>It is considered a Sensor Fusion Algorithm because it uses many inputs from different sensors that work better than the estimate obtained by only one measurement.</p>
<p>It has to deal with the Uncentainly of the Noise Sensor as well as external factors.</p>
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