The Kalman Filter [Control Bootcamp]

Here, we discuss the Kalman Filter, which is an optimal full-state estimator, given Gaussian white noise disturbances and measurement noise. These lectures follow Chapters 1 & 3 from: Machine learning control, by Duriez, Brunton, & Noack https://www.amazon.com/Machine-Learni... Chapters available at: http://faculty.washington.edu/sbrunto... This video was produced at the University of Washington