Editing Kalman filter (section)

== External links ==
{{external links|date=June 2015}}
{{commons|Kalman filters}}
* [http://www.cs.unc.edu/~welch/kalman/kalmanPaper.html A New Approach to Linear Filtering and Prediction Problems], by R. E. Kalman, 1960
* [https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python Kalman and Bayesian Filters in Python]. Open source Kalman filtering textbook.
*[http://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/ How a Kalman filter works, in pictures]. Illuminates the Kalman filter with pictures and colors
* [http://www.eng.tau.ac.il/~liptser/lectures1/lect6.pdf ''Kalman–Bucy Filter''], a derivation of the Kalman–Bucy Filter
* {{YouTube|d0D3VwBh5UQ|MIT Video Lecture on the Kalman filter}}
* [https://github.com/piercus/kalman-filter Kalman filter in Javascript]. Open source Kalman filter library for node.js and the web browser.
* [http://www.cs.unc.edu/~tracker/media/pdf/SIGGRAPH2001_CoursePack_08.pdf An Introduction to the Kalman Filter] {{Webarchive|url=https://web.archive.org/web/20210224114008/http://www.cs.unc.edu/~tracker/media/pdf/SIGGRAPH2001_CoursePack_08.pdf |date=2021-02-24 }}, SIGGRAPH 2001 Course, Greg Welch and Gary Bishop
* [http://www.cs.unc.edu/~welch/kalman/ Kalman Filter] webpage, with many links
*[https://thekalmanfilter.com/kalman-filter-explained-simply/ Kalman Filter Explained Simply], Step-by-Step Tutorial of the Kalman Filter with Equations
* {{Cite journal|url=http://www.siam.org/pdf/news/362.pdf|title=Kalman filters used in Weather models|journal=SIAM News|volume=36|issue=8|date=October 2003|access-date=2007-01-27|archive-url=https://web.archive.org/web/20110517044040/http://www.siam.org/pdf/news/362.pdf|archive-date=2011-05-17}}
* {{cite journal |doi=10.1021/ie034308l|title=Critical Evaluation of Extended Kalman Filtering and Moving-Horizon Estimation|journal=Industrial & Engineering Chemistry Research|volume=44|issue=8|page=2451|year=2005|last1=Haseltine|first1=Eric L.|last2=Rawlings|first2=James B.}}
* [http://netlib.org/a/esl.tgz Gerald J. Bierman's Estimation Subroutine Library]: Corresponds to the code in the research monograph "Factorization Methods for Discrete Sequential Estimation" originally published by Academic Press in 1977. Republished by Dover.
* [http://www.mathworks.com/matlabcentral/fileexchange/32537 Matlab Toolbox implementing parts of Gerald J. Bierman's Estimation Subroutine Library]{{Dead link|date=March 2025 |bot=InternetArchiveBot |fix-attempted=yes }}: UD / UDU' and LD / LDL' factorization with associated time and measurement updates making up the Kalman filter.
* [http://eia.udg.es/~qsalvi/Slam.zip Matlab Toolbox of Kalman Filtering applied to Simultaneous Localization and Mapping]: Vehicle moving in 1D, 2D and 3D
* [https://web.archive.org/web/20160304042652/http://www.cnel.ufl.edu/~weifeng/publication.htm The Kalman Filter in Reproducing Kernel Hilbert Spaces] A comprehensive introduction.
* [http://www.mathfinance.cn/kalman-filter-finance-revisited/ Matlab code to estimate Cox–Ingersoll–Ross interest rate model with Kalman Filter] {{Webarchive|url=https://web.archive.org/web/20140209065941/http://www.mathfinance.cn/kalman-filter-finance-revisited/ |date=2014-02-09 }}: Corresponds to the paper "estimating and testing exponential-affine term structure models by kalman filter" published by Review of Quantitative Finance and Accounting in 1999.
* [https://web.archive.org/web/20140226174212/http://www.data-assimilation.net/Tools/AssimDemo/?method=KF Online demo of the Kalman Filter]. Demonstration of Kalman Filter (and other data assimilation methods) using twin experiments.
* [https://kalman-filter.com/ kalman-filter.com]. Insights into the use of Kalman Filters in different domains.
* {{cite journal |doi=10.3390/s110808164 |pmid=22164069|pmc=3231703|pages=1251–1259|title=FPGA-Based Multimodal Embedded Sensor System Integrating Low- and Mid-Level Vision|journal=Sensors|volume=11|issue=12|year=2011|last1=Botella|first1=Guillermo|last2=Martín h.|first2=José Antonio|last3=Santos|first3=Matilde|last4=Meyer-Baese|first4=Uwe|bibcode=2011Senso..11.8164B|doi-access=free}}
* [http://www.mathworks.com/discovery/kalman-filter.html Examples and how-to on using Kalman Filters with MATLAB] {{Webarchive|url=https://web.archive.org/web/20240229045656/https://www.mathworks.com/discovery/kalman-filter.html |date=2024-02-29 }} A Tutorial on Filtering and Estimation
* [http://blog.sciencenet.cn/home.php?mod=space&uid=1565&do=blog&id=851754 Explaining Filtering (Estimation) in One Hour, Ten Minutes, One Minute, and One Sentence]  by Yu-Chi Ho
*Simo Särkkä (2013). "Bayesian Filtering and Smoothing". ''Cambridge University Press.'' Full text available on author's webpage https://users.aalto.fi/~ssarkka/.

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