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The magic of the Kalman filter, in pictures

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2007–2026

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Couple of years ago I blogged about how it was developed for the Apollo program [1] and then I wrote an implementation of different variations of it in Go [2]. [1] https://cybernetist.com/2019/01/13/apollo-kalman-filter-and-... [2] https://github.com/milosgajdos/go-estimate

gyre007·481-point thread·

I'll be shameless and point you to my book on Kalman filtering which I wrote in IPython Notebook, which allows you to experiment within your browser. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...

RogerL·443-point thread·

Kalman filters are wonderful things and great for keeping track of where other things are in relation to yourself. But for localizing my robot I'd generally use a Particle Filter[1] instead to allow me to represent multiple hypothesis about where I am. For example if I see a doorway I know I'm going to be by one of the doorways on the corridor but I won't be able to tell which one without further observation. But if there's a source…

For anyone who read this blog post and thought "Wow that's interesting, but I don't understand half of this. I need a whole youtube series to explain this to me." Well we're in luck. https://www.youtube.com/watch?v=CaCcOwJPytQ. It's a great set of 55 video lectures on Kalman filtering. (I'm only on number 5 but so far they've been great)

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HN stats

Breakout years
5

100+ points or 50+ comments

Total points
1788

reference only — not used in Hall rules or ranking

Total comments
224

reference only — not used in Hall rules or ranking

Every submission

DateTitle as submittedByPointsComments
2015-08-11The magic of the Kalman filter, in picturesFirst breakouttbabb44348
2016-10-05How a Kalman filter works, in picturesJoshTriplett171
2017-01-21How a Kalman filter works, in pictures (2015)panic21332
2018-05-21How a Kalman filter works, in pictures (2015)sytelus39034
2020-01-30How a Kalman Filter Works in Pictures (2015)Hall inductionsaeranv20
2020-07-24How a Kalman filter works, in picturesgballan19427
2021-12-07How a Kalman filter works, in picturesBest threadjack_riminton48178
2024-04-03How a Kalman filter works, in picturesLatest 20+ point returnwilsonjholmes484