Kalman Filter Explained with Easily Understandable Matrices

Kalman Filter explained with Kinematics and Matrices

Kalman Filter is a smoothing process that is quite scary to comprehend as documentation of it usually encompasses lots of matrix multiplication, complex diagrams and technical terms like covariance matrix. This story aim to explain Kalman Filter by giving a distilled explanation of it with five main calculation steps. Each step will be calculated by only retaining the major matrixes involved so that it can be easily visualized by a person who…