Week 10

Pretty helpful video on Kalman Filter: http://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/

In [1]:
import numpy as np
import matplotlib.pyplot as plt
from math import *
In [2]:
from IPython.display import Image
from IPython.display import FileLink, FileLink
Image(filename='files/week10notes.jpg')
Out[2]:

19.1) What is the approximate Kalman gain matrix in the limit of small measurement noise? How is the error matrix updated in this case?

In [3]:
Image(filename='files/101a.jpg')
Out[3]: