9 - Kalman filtering.

Lecture video: Warning: Tore uses the old notation in these videos. Nowadays, the role of the matrices K and L have been swapped in his lecture notes, and we will follow the new notation in the course, where the notation L is used for the matrix used in the observer (or as it is also called, the "Kalman filter").

Part 1. Download Part 1.Play media comment.

Part 2. Download Part 2.Play media comment.

Lecture notes: Chapter 9 in the lecture notes  (Swe Download Swe) / (Eng Download Eng)