What are Digital Filtering and Prediction?

Uses a tracking example to explain what digital filters and predictors do, and explains the state space and measurement equations that are the basis of the linear Kalman Filter and related non-linear filters.
Related videos: (see http://iaincollings.com)
• What is the Kalman Filter? What is the Kalman Filter?
• What is Least Squares Estimation? What is Least Squares Estimation?
• What is an Adaptive Step Size in Parameter Estimation? What is an Adaptive Step Size in Para...
• What is a Random Variable? What is a Random Variable?
• What is a Probability Density Function (pdf)? What is a Probability Density Functio...
• What is a Cumulative Distribution Function (CDF) of a Random Variable? What is a Cumulative Distribution Fun...
• What is a Moment Generating Function (MGF)? What is a Moment Generating Function ...
• What is a Random Process? What is a Random Process?
• Expectation of a Random Variable Equation Explained Expectation of a Random Variable Equa...
• What is a Gaussian Distribution? What is a Gaussian Distribution?
• How are Matched Filter (MF), Zero Forcing (ZF), and MMSE Related? How are Matched Filter (MF), Zero For...
For a full list of Videos and Summary Sheets, goto: http://iaincollings.com

• #education
• #signals_and_systems
• #communications
• #filtering
• #prediction
• #digital_filter
• #kalman_filter
• #state_space_equations
• #estimation
• #discrete_time_filter
• #optimal_filter