Kalman Filter

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Introduction

Theory

References

https://towardsdatascience.com/kalman-filter-an-algorithm-for-making-sense-from-the-insights-of-various-sensors-fused-together-ddf67597f35e

Great resource: Lecture notes and videos. http://ais.informatik.uni-freiburg.de/teaching/ws13/mapping/

https://en.wikipedia.org/wiki/Kalman_filter#Example_application

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