9 - Kalman filtering.

Lecture video:

Part 1.

Part 2.

Lecture notes: Chapter 9 in the lecture notes (swe Download swe,eng Download eng)

Matlab example code Download Matlab example code

Note that the videos use the old notation where K is used to denote the Kalman filter gain vector instead of L that we use now. The same is true if you use an older version of the lecture notes.