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  • 1. Kalman Filter Tutorial (Cont'd...)

    1.6 Conclusion

    In this article, We revisited the Kalman filter estimation. We describe the assumptions, method and algorithm of the recursive discrete Kalman filte. Also we lucidly describe the derivation of the algorithm step by step. Few important properties are also illustrated. The algorithm has been implemented to estimate position, velocity and acceleration for a particle moving in three dimensional space. We assume that only position measurement is available from the sensor. Simulation results shows the error of the estimator. We carried out few tests to determine the correctness of the process model.


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