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The Kalman Filter [Control Bootcamp] 

Steve Brunton
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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

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9 сен 2024

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Комментарии : 36   
@kubigaming3606
@kubigaming3606 3 года назад
best videos in modern control engineering on YT
@adinovitarini6173
@adinovitarini6173 4 года назад
Thanks for sharing Prof. Finally found the clearest video in explaining kalman filter
@Eigensteve
@Eigensteve 4 года назад
Glad it was helpful!
@nahlabelloula5535
@nahlabelloula5535 11 месяцев назад
from the very first seconds of this video, I knew it's gonna be a good one !
@Eigensteve
@Eigensteve 11 месяцев назад
Thanks!
@oldcowbb
@oldcowbb 4 года назад
where is the "welcome back"
@Eigensteve
@Eigensteve 4 года назад
=) everyone is always welcome!
@mauriciocarazzodec.209
@mauriciocarazzodec.209 Год назад
I'm not even graduated but I love to learn with you! Kalman Filter was one of my biggest fears by far🤪
@pelleschwartz6475
@pelleschwartz6475 3 года назад
THANK you so much for your content here on youtube. Were it not for you i would still have so many reexams to take. This means that i can end my master's thesis this summer. Cant wait!
@abucoo
@abucoo 4 месяца назад
That noise you make is unbelievable
@peterbardawil2768
@peterbardawil2768 4 года назад
one question, how do you write from right to left??
@Eigensteve
@Eigensteve 4 года назад
Years of practice :)
@xbao7802
@xbao7802 4 года назад
After the video is finished, apply 'mirror'. But, you have to be a lefty.
@kubigaming3606
@kubigaming3606 3 года назад
its thing called lightboard :]
@DavidBlayvas-wo4lj
@DavidBlayvas-wo4lj 9 месяцев назад
His wedding ring is on the wrong side, that tells you it's flipped in post
@code2compass
@code2compass 4 месяца назад
this is what exactly I was looking for!!!
@halkaaogclausen
@halkaaogclausen 4 года назад
You are a legend
@wizardOfRobots
@wizardOfRobots 4 года назад
Just like how the linearization of a non-linear system might cause a control system to fail outside certain bounds...do estimators also fail in certain situations? What happens in that situation?
@panelmojo
@panelmojo 5 месяцев назад
can you please have a full playlist on Kalman filters?
@hdheuejhzbsnnaj
@hdheuejhzbsnnaj Год назад
God damn this course is on point 👌
@phucvu5124
@phucvu5124 4 года назад
Hi sir, Could you give me an example for noise, disturbance in real system? What did make them? For example, to control speed of DC motor, what will be disturbance, noise? Thank you in advance!
@aarjavkhara3534
@aarjavkhara3534 4 года назад
im not sure, but i guess there would be emf noise on your sensor (depending on what sensor you use), if you are using an IMU, there might also be vibrations from the motor which can vibrate the IMU and therefore introduce some error in your sensor readings. You might even get bad readings from your sensor as well. Also, since this is not a perfect world, you can always expect that your measured values will never be 100% accurate and the readings themselves are a kind of "best guess" of the sensor.
@rudolf-blue
@rudolf-blue 4 года назад
Of you're using a high cpr encoder, the position graph won't be smooth, it will be very erratic. Using accelerometers to get position is a good example of noise, because of the imperfections the reading will never be 100% accurate, and integrating twice to get position will just accumulate all the errors leading to wildly inaccurate position estimations given enough time.
@Change_Islamicaly
@Change_Islamicaly 3 года назад
I need solution of kalman-yakubovich conjugate matrix equation which can be expressed as polynomial of matrices.
@victorhakim1250
@victorhakim1250 4 года назад
Very nice introduction, great intuition. Thank you.
@RoboGenesHimanshuVerma
@RoboGenesHimanshuVerma 3 года назад
This was crisp and clear. Thanks a lot
@lobogato100
@lobogato100 2 года назад
This makes me realize how bad my professor really is, thanks for sharing.
@mohamedelaminenehar333
@mohamedelaminenehar333 3 года назад
😊😊😊 Thank you very much ))) The best
@Eigensteve
@Eigensteve 3 года назад
Thank you too!
@DavidBlayvas-wo4lj
@DavidBlayvas-wo4lj 9 месяцев назад
I was shocked at how you were writing backwards until I saw your ring
@erayerturk1771
@erayerturk1771 3 года назад
Hİ Professor, I observed that if disturbance noise is much smaller than a certain level of observation noise, the estimation performance is much worser than the scenario that for the same level of observation noise, disturbance noise is close to the observation noise. I don't think this is a wrong observation since in the first scenario, we trust on our model and observations are not much important, so the estimation performance is bad but for the second scenario, we make significant corrections based on our observations, but how can this be shown mathematically?
@rotorblade9508
@rotorblade9508 2 года назад
I think it depends on what you want to see. some readings may be way off the real value so I don’t think you can use mathematics to tell you what values what’s the most convenient filter…
@user-dz6vl5eq8v
@user-dz6vl5eq8v 4 года назад
Thanks, Professor!
@Eigensteve
@Eigensteve 4 года назад
My pleasure!
@ThanasisGio
@ThanasisGio 2 месяца назад
Who knew KFC was something so complex :P
@jamesaddison81
@jamesaddison81 4 года назад
“Gow-see-ann”
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