CalcBLUE 3 : Ch. 18.3 : Data Fusion & the Kalman Filter

One good use for Gaussians is in prediction & tracking. Let's recall the state update model for tracking introduced in Chapter 12. We'll see how adding a measure,ent step leads to the problem of *data fusion* and the *Kalman filter* as a simple example. This is advanced material, but so useful!

[RahulMadhavan]

now just for a contrast to see what good teaching this is, one should try reading the wikipedia page on Kalman Filters. @ProfGhrist you're an outstanding teacher!