Kalman Filter (KF), extended Kalman filter (EKF)

Reprint:

https://www.cnblogs.com/zhoug2020/p/8376509.html

https://zhuanlan.zhihu.com/p/25598462 (know almost classical Kalman filter paper)

https://blog.csdn.net/woaizgw/article/details/73648578 (PPT formula which is good)

The meaning of each parameter of the Kalman filter equations five

Kalman filtering and smoothing understanding of the relationship between Kalman

Kalman smoother

Common signal smoothing method

Application of KF, EKF, UKF sensor fusion among