Extended Kalman Filter - Sensor Fusion #3 - Phil's Lab #37
Extended Kalman Filter (EKF) overview, theory, and practical considerations. Real-world implementation on an STM32 microcontroller in C in the following video.
Part 3 of sensor fusion video series.
Part 3 of sensor fusion video series.
Chapters:
- 00:00Introduction
- 00:28Previous Videos
- 01:05Content
- 01:43Sensor Fusion Recap
- 02:26Complementary Filter Recap
- 03:08Choosing alpha
- 03:29Kalman Filter Overview
- 04:19Estimation Error and Covariance
- 05:00Non-Linear and Discrete-Time Kalman Filter
- 05:47Book Recommendation
- 06:05EKF Algorithm Overview
- 07:19Practical Example (Attitude Estimation)
- 07:49Prediction (EKF Step 1)
- 10:14Update (EKF Step 2)
- 13:32Complete EKF Algorithm
- 14:04Practical Issues and Considerations
- 15:14Next Video
