How a Kalman filter works, in pictures

Re:How a Kalman filter works, in pictures by jacksonkmarley on Tuesday December 07, 2021 @02:40PM (#29477237)

> Unfortunately for me, the intuitive part of Kalman filters is easy, but I don't have nearly the kind of grasp of Linear algebra I would need to implement one (I think).

This is me, anyone got a good linear algebra resource to recommend? Ideally one that addresses 'I took linear algebra ages ago in uni but it didn't really stick'.

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Re:How a Kalman filter works, in pictures by east2west on Tuesday December 07, 2021 @03:04PM (#29477511)

I really like "Linear Algebra and Its Applications" by Gilbert Strang. It is not a textbook, the style is conversational, and he really tries to help you learn. It is one of rare math books that includes reason, context, application, and history without sacrificing rigor. The book also focuses on numerical algorithms aspects more than some popular textbooks, which may be helpful to understanding Kalman filter.

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Re:How a Kalman filter works, in pictures by jacksonkmarley on Tuesday December 07, 2021 @03:49PM (#29478033)

Thanks for the suggestion!

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