This is an excerpt from an eBook on Sensor Fusion and Tracking that I wrote for Mathworks. They have graciously let me reproduce a portion of it for this blog.

In this post, I’m going to introduce the Kalman filter at a high level and try to provide some insight into how the filter is able to estimate state by combining measurements and models.

What does an inverted pendulum, the economy, and raising a child have in common? They can all be framed as a control engineering problem. In this post, we dive into what control engineering is and how we can apply the same mathematical tools to solve vastly different problems.

What is this blog all about? Why am I writing a blog when I create videos and I start books that I never finish? Good questions. That’s what I attempt to answer here. If for some reason you’re in a situation where you’re being forced to read my blog but you’re allowed to skip one post then this is the post to skip! All of the others are much better.