Tag: Kalmans

The second term of Self-Driving Car Engineer Nanodegree devotes Robotics. Therefore, the first two projects we spend on learning Kalman filter (KF) and its variations. We implemented three different versions of KF suitable for SDC and I decided to write and overview which describe key diff...

In the left below is the original equation for the Kalman Filter and the right is the Extended Kalman Filter. The difference is we replace A by the Jacobian matrix F, and C by the Jacobian matrix H. So instead of using f(x), we replace it with f’(xi). Here is our visualization...