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20:15
YouTube
Lars Hammarstrand
4.2 Bayesian derivation of the Kalman filter
To get more insights into how the Kalman filter works we derive its equations from a Bayesian perspective. This video is part of a lecture series on Bayesian sensor fusion and nonlinear filtering. You can find the rest of the videos in this playlist: https://www.youtube.com/playlist?list=PLTD_k0sZVYFqjFDkJV8GE2EwfxNK59fJY
7.4K views
Feb 25, 2021
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