Visually Explained: Kalman Filters

A visual introduction to Kalman Filters and to the intuition behind them. ----------------------------------------------- Timestamps: 0:00 Intro 4:30 Kalman Filters 5:37 Prediction Step 7:14 Update Step ----------------------------------------------- Typos: at 3:00. A car going at 60 km/h would be 1 km away after 1 minute, not 1 hour. around 9:00, the Kalman gain Kx is not only between -1 and 1, it is actually nonnegative because it corresponds to an observed variable x. (Kxdot can still be negative of course if x and xdot are negatively correlated.)