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A simple way to ease into understanding Kalman filters through experimentation is to implement a simpler alpha-beta prediction filter. Here is the link to the Wikipedia article to get started: https://en.m.wikipedia.org/wiki/Alpha_beta_filter


And here is a link to an easy to read article on using Kalman filtering in a navigation application: https://towardsdatascience.com/kalman-filter-an-algorithm-fo...




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