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#kalmanfilter#linearalgebra#estimation

Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?

Michel van Biezen

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  • Recommended by 5 people: 5 on Hacker News.
  • A classic. People kept recommending it from 2017 to 2024.
  • Presented by Michel van Biezen
  • May be out of date. Uploaded 11 years ago, in an area where tools change fast.

Beginner. No background in the topic needed.

660K views11 years ago5 recommendations

Computer scienceAI and machine learningAlgorithmsMath for programmersClassic machine learning

Michel van Biezen introduces the Kalman filter, explaining its purpose and how it is used to estimate state variables.

Visit ilectureonline.com for more math and science lectures! In this video I will explain what is Kalman filter and how is it used. Next video in this series can be seen at: youtu.be/tk3OJjKTDnQ

Why it's here

5 people recommend this

What people say. Highly recommended by engineers as an exceptionally clear, step-by-step video series on Kalman filters.

michelppon Hacker News • Recommends

On “How a Kalman filter works, in pictures”

Michel van Biezen has an excellent video series on Kalman filters: link to this video He walks you though all the way from the rationale, to a simple algebraic example, to the full blown Linear Algebraic Matrix solution. It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.

JamesBarneyon Hacker News • Recommends

On “How a Kalman filter works, in pictures (2015)”

For anyone who read this blog post and thought "Wow that's interesting, but I don't understand half of this. I need a whole youtube series to explain this to me." Well we're in luck. link to this video . It's a great set of 55 video lectures on Kalman filtering. (I'm only on number 5 but so far they've been great)

SatvikBerion Hacker News • Recommends

On “Quick explanation of how a Kalman filter works”

Great explanation! If you want a very detailed deep dive into Kalman Filters, I found this sequence of videos really helpful: link to this video It's 55 short videos, each one going over a specific topic or example.

dpflanon Hacker News • Recommends

On “Kalman Filter Tutorial: Kalman Filter from the Ground Up”

Here is another tutorial on Kalman Filters, step-by-step video playlist -- link to this video Once you get the intuition, Kalman filters are really interesting. As are particle filters -- those are fun to work with and visualize.

cocostationon Hacker News • Recommends

On “Kalman Filter Explained Simply”

I really like this set of videos for explaining the KF. I 'got it' more than I did with the material on the original post. link to this video

dpflanon Hacker News • Mentions

On “Kalman Filter Tutorial”

Anyone else watch Michael van Biezem (with the bow tie) lectures on Kalman Filters while learning this topic? - link to this video