# Tag Archives: kalman filter

## 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

## 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