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A primer on Kalman Filters illustrated through iPython Notebooks

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Kalman Filter Concept

1-Dimensional Example: Tracking an airplane

This notebook implements the Kalman filter programmatically from the Kalman filter lectures from iLectureOnline videos 26 through 42.

2-Dimensional Example: Tracking a 2D object

This notebook is inspired by the Self Driving course from Udacity.

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