Aplikace Kálmánova filtru
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Vysoká škola báňská - Technická univerzita Ostrava
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Abstract
This work deals with mathematical description and application of Kalman filter. The use of
the Kalman filter is huge because of its simplicity. The first part introduces the mathematical
apparatus that is in the background. We will rely on Bayes theorem. In the second part there is
a practical application of Kalman filter.
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Kalman filter, linear model, filtration, Baye's theorem, normal distribution