Kalman-Filter-Tutorial This repository contains a MATLAB implementation of a 2D Kalman filter for tracking the position and velocity of a robot in a 2D space using accelerometer and GPS data.

The commonly encountered scenarios in the Kalman filter applications include multi‐rate sampled data and missing measurements. The chapter presents the extended Kalman filter for state estimation of ...

It is also something you use when things go “wrong.” [Carcano] recently posted a tutorial on Kalman filter equations that tries to demystify the topic.

This is how a standard Kalman filter works assuming that the system on which its working is a linear system. For in-depth mathematics behind Kalman filters refer to the tutorial in Reference section.