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gaussian measurements

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In this article I will try to introduce the complete derivation behind the Kalman Filter, one of the most popular filtering algorithm in noisy environments. In addition, the following article will be about the Extended Kalman Filter, how it’s used in localisation algorithms, when we have known and unknown correspondences. This article will be a mouthful, so first let’s quickly draft what we will speak about: Table of contents The history surrounding the Kalman FilterThe…