Continued Kalman exploration

Josh Leverette's picture

I've found some excellent material discussing single variable Kalman filters, and I believe I have a decent grasp of the concepts. I need to find some simple examples of multivariable Kalman filters, and to start modeling my system, which seems to be notably more complex than the examples I've read.

Edit: as noted elsewhere, I'll probably be looking at Bayesian particle filters tomorrow and see how they compare in terms of complexity and effectiveness with Kalman filters. It sounds like determining the exact values for a Kalman filtering system could sink large amounts of time, potentially.