Kalman Filters

[Samuel H.]

Originally Posted by mluckham

The first I heard of Kalman Filters was in articles related to the Darpa challenge ... it was my impression it was a means to process signal inputs AND combine inputs from multiple sensors (like wheel encoders plus gyro plus accelerometer) into some sort of matrix which would evaluate the most correct decision data.

From reading this thread I now understand that the Kalman Filter is a means to extract a good signal (opinion/estimate) from a noisy one - usually from ONE sensor.

Actually, because the Kalman filter is based on matrix operations, it is very flexible and can be used for varying numbers of sensors and state variables. For a comprehensive set of links see http://www.cs.unc.edu/~welch/kalman/