Author Archives: Carolyn Johnston

About Carolyn Johnston

I am the principal consultant at Johnston Consulting Services. I help small companies and nonprofits embrace new techniques, and win new business, in fields involving applied mathematics and geospatial technology.

Mathematical Derivation of the Extended Kalman Filter

This writeup is an extension of the writeup I posted last week, Mathematical Derivation of the Bayes and Kalman Filters. Both these writeups were written when I was studying Probabilistic Robotics by Sebastian Thrun, Wolfram Burgard, and Dieter Fox; I think that … Continue reading

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Mathematical Derivation of the Bayes and Kalman filters

I read a lot of technical documents, but sometimes I just don’t get them without a lot of extra work. In particular, I’m prone to getting stuck on mathematical conclusions that I don’t follow (usually because there is a step … Continue reading

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