I have recently been to a conference where there was a common tool for everyone, the Kalman filter. The point is that I was a bit shocked when I saw that many people there see some of its steps as black magic.
I decided to write a (yet another) detailed guide about the Kalman filter. In particular, I have tried to be rigorous enough with the math but trying at the same time to explain with plain words what is going on at every single step.
Discrete Kalman Filter brief tutorial with samples in C#
A new method, BART (Bandwidth Available in Real-Time), estimates the end-to-end bandwidth available over a network path. The method, already implemented as a tool, relies on self-induced congestion and Kalman filtering. It repeatedl...
A short demonstration of how to write and use a simple Kalman filter.
Kalman filtering is a mixture of differential equations and statistics. Kalman filters are commonly used in tracking applications, such as tracking the location of a space probe or tracking the amount of charge left in a cell phone ...