The author read some papers about Kalman's attitude some time ago. I wanted to organize and publish Kalman's knowledge points, but the editor is not powerful, too many formulas cannot be copied and pasted, and the image format is too complicated to upload, so I gave up. Therefore, the author only publishes Kalman's paper notes, and analyzes the structure of the Kalman filter of several papers in the form of a table, hoping to help everyone.
The table contains
Paper Name State Variable Transition Matrix Observation Variable Observation Matrix Process Noise Observation Noise Remarks
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