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
www.amazon.com...
Chapters available at: faculty.washing...
This video was produced at the University of Washington
9 сен 2024