Abstract: Kalman filters are a mature and widely used technology in the field of engineering. However, its implementation is sometimes not trivial and usually not well explained in scientific papers.

If we are hiring someone such as a carpenter or an auto mechanic, we always look for two things: what kind of tools they have and what they do when things go wrong. For many types of embedded systems, ...

Step by step hand derivations of the Kalman Filter equations (see Kalman Filter formula derivations.py). These notes are in my own hand writing and not in something like Latex as I believed that this ...