• Kalman filter - wikipedia

  https://en.wikipedia.org/wiki/Kalman_filter

• The Extended Kalman Filter: An Interactive Tutorial for Non-Experts

  https://home.wlu.edu/~levys/kalman_tutorial/

• Tutorial: The Kalman Filter - MIT

  http://web.mit.edu/kirtley/kirtley/binlustuff/literature/control/Kalman%20filter.pdf

• Kalman Filter For Dummies

  http://bilgin.esme.org/BitsAndBytes/KalmanFilterforDummies

• How a Kalman filter works, in pictures - Bzarg

  http://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/

• An Introduction to the Kalman Filter

  https://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf

• Understanding the Basis of the Kalman Filter Via a Simple and Intuitive Derivation

  https://courses.engr.illinois.edu/ece420/sp2017/UnderstandingKalmanFilter.pdf

• Kalman Filter Derivation

  https://www.aticourses.com/kalman_filter.pdf

• Introduction to Mobile Robotics Bayes Filter – Kalman Filter

• Interactive course on EKF and Slam

  http://www.iri.upc.edu/people/jsola/JoanSola/eng/course.html

  • Simulataneous localization and mapping with the extended Kalman filter

• On the performance of Kalman filtering with intermittent observations: a geometric approach with fractals

  https://censi.science/research/estimation/kf-fractals/

• Kalman filter推导 - 白巧克力亦唯心

  https://blog.csdn.net/heyijia0327/article/details/17487467

• 理解Kalman滤波的使用

  http://www.cnblogs.com/jcchen1987/p/4371439.html#commentform

• Kalman filter噪声协方差矩阵参数讨论

  http://muchong.com/html/201212/5295017.html

  • 由于kalman滤波器的前提条件是系统误差和测量噪声服从均值为零的高斯分布，且各噪声分量相互独立，所以噪声协方差矩阵都为对角阵。对角值为各噪声分量的方差。滤波结果不理想，可以看看是否系统模型不适合或者噪声均值不为零。
  • 两个对角阵，如果啥信息都没有，就自己试，大概合理的区间里找一个效果好的值
  • 记录量测数据，分析下均值和方差，大体可以提供给量测误差方差阵；系统模型建立，考虑所有系统误差项，考虑各种误差影响大小，平方求和，大致得到系统噪声方差。

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有关使用Kalman filter对IMU的加速度计、陀螺仪、磁力计进行融合的相关资料。

• A practical approach to Kalman filter and how to implement it

  http://blog.tkjelectronics.dk/2012/09/a-practical-approach-to-kalman-filter-and-how-to-implement-it/

  • Kalman filter in IMU

    https://github.com/TKJElectronics/KalmanFilter

• Kalman filter vs Complementary filter

  https://robottini.altervista.org/kalman-filter-vs-complementary-filter

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