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A Kalman filter is an optimal estimator for linear dynamical systems with Gaussian noise. Extensions to non-linear systems are included through the Extended KF and Unscented KF.

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In my case, I generally write my own Kalman Filter stuff. My very first solution for this problem would be straight forward. I would put the angles at the desired interval before/after any angle updat …
answered Dec 23 '18 by Akindart
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Yes, you have to match units. If you are fusing position you have to agree to use either rectangular units or degrees. I saw you are from aviation background, so allow me to use some jargons. In gen …
answered Mar 11 '19 by Akindart