Kalman Filter for Beginners, Part 1 - Recursive Filters & MATLAB Examples
Dr. Shane Ross Dr. Shane Ross
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 Published On May 25, 2023

You can use the powerful Kalman Filter, even if you don't know all the theory! Join me for Part 1 of my three-part series, where I introduce the concepts, breaking it down for you. I take a simple approach, starting with recursive filters like the average, moving average, and low-pass filters. I'll even show you real-world MATLAB examples to bring it all to life. Enhance your estimation and data analysis skills and take your understanding to new heights.

((3-Video Series)) Kalman Filters for Beginners: http://tinyurl.com/kalmanfilters

👩🏽‍💻 Get the MATLAB Code: https://tinyurl.com/kalmanfilterforbe...

This special lecture series takes us into dynamic attitude estimation, using time-varying gyroscope data, as opposed to the previously covered static attitude estimation, which uses simultaneous measurements of known external objects.

► Next: Kalman Filter for Beginners, Part 2 - Estimation and Prediction Process & MATLAB Example
   • Kalman Filter for Beginners, Part 2  ...  

► Previous, Attitude Determination, Davenport's Q-Method for Optimal State Estimation | Theory & MATLAB Demo
   • Attitude Determination, Davenport's q...  

► Chapters
0:00 Introduction
0:21 Recursive expression for average
5:52 Simple example of recursive average filter
10:21 MATLAB demo of recursive average filter for noisy data
17:55 Moving average filter
21:14 MATLAB moving average filter example
26:49 Low-pass filter
37:03 MATLAB low-pass filter example
41:03 Basics of the Kalman Filter algorithm

► More lectures posted regularly
Be informed, subscribe https://is.gd/RossLabSubscribe​

► Dr. Shane Ross 🌠 aerospace engineering professor, Virginia Tech
Background: Caltech PhD | worked at NASA/JPL & Boeing
Research website for ​⁠​⁠@ProfessorRoss
http://shaneross.com

► Follow me on Twitter
  / rossdynamicslab  

► Space Vehicle Dynamics course videos (playlist)
https://is.gd/SpaceVehicleDynamics

► Lecture notes for Kalman Filter series (PDF)
https://tinyurl.com/kalmanfilterforbe...

► MATLAB Code
https://tinyurl.com/kalmanfilterforbe...

► Reference
Kalman Filter for Beginners: with MATLAB Examples
by Phil Kim (Author), Lynn Huh (Translator), 2010
https://www.amazon.com/dp/1463648359

► Video Courses & Playlists by Professor Ross

▶️ Kalman Filters for Beginners:
http://tinyurl.com/kalmanfilters

▶️ Nonlinear Dynamics & Chaos
https://is.gd/NonlinearDynamics

▶️ Hamiltonian Dynamics
https://is.gd/AdvancedDynamics

▶️ 3-Body Problem Orbital Dynamics
https://is.gd/3BodyProblem

▶️ Center Manifolds, Normal Forms, & Bifurcations
https://is.gd/CenterManifolds

▶️ Space Vehicle Dynamics
https://is.gd/SpaceVehicleDynamics

▶️ Lagrangian & 3D Rigid Body Dynamics
https://is.gd/AnalyticalDynamics

▶️ Space Manifolds
https://is.gd/SpaceManifolds

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