Coding Kalman Filter in Python + NumPy (Part 2)

Published: 25 January 2021
on channel: Rey Wiyatno

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Implementation of Kalman Filter in Python + NumPy from scratch to finish :)

NOTE: I made an error in the update step function! The updated_Sigma should be:

updated_Sigma = predicted_Sigma - kalman_gain @ H @ predicted_Sigma

This bug is already fixed in the notebook.

Watch my previous video "Intuitive Intro to Kalman filter": • Intuitive Intro to Kalman Filter (Par...

Link to the notebook: https://github.com/rrwiyatn/robotik/t...

I initially developed this notebook when I was helping out with the Duckietown project. Check out Duckietown: https://www.duckietown.org/.

Intro : (0:00)
Notebook (KF recap) : (0:38)
Notebook (example recap) : (1:10)
Notebook (problem understanding) : (1:52)
Notebook (KF implementation) : (6:12)
Outro: (9:10)

Music:
1. Happy piano intro - Leigh Robinson https://pixabay.com/music/pulses-happ...
2. U said it v13 souncloud - Jonas Bjørnstad https://pixabay.com/music/beats-u-sai...

Sound effects: https://courses.seancannell.com/sound...

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