Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
A lot of people are interested in this book due to the robotics/UAV use of the filters. It is hard to do so when there are no examples of how to account for the control inputs.
A lot of people are interested in this book due to the robotics/UAV use of the filters. It is hard to do so when there are no examples of how to account for the control inputs.