Special Topics - The Kalman Filter (8 of 55) The Multi-Dimension Model 2-The State Matrix

[@alphaomicron8]

as a university student i have to say your lectures and explanations are impeccable. university would have been a breeze if i would have had teachers like you

[@bruno_sjc_]

These videos are the best kalman filter explanation I've seen since I heard of kalman filter for the first time! Long life to you!

[@oleholgerson3416]

bruno_sjc_2015 live long and prosper 🖖

[@cofiemark]

It's 2024 and these lecture videos you made is still impacting students' lives positively. May you live long to see the generations you've impacted prosper. Thank you sir @Michel van Biezen

[@MichelvanBiezen]

My wife and I thank you. We are happy that we can give back something to the world.

[@roulettebang]

Sir, really appreciate you taking the time out to make these videos on the Kalman filter. When a newbie like myself can completely understand the Kalman filter after going through this playlist, it says a lot about your teaching capabilities.

[@mucahittasdemir297]

You are my hero! Thanks, Sir for what you do! You touch lots of students' lives from all over the world!

[@silabratapahari8974]

This is the best Kalman Filter video I and has made my understanding of the topic really good, thanks a lot for posting it.

[@martintorres5829]

Muy bien planteado sin meterse en la complejidad matricial pero mostrando que existe y que se quiere decir con cada cosa. De nuevo están las ideas generadas en los primeros vídeos, las entradas los estados iniciales y las perdiciones con su corrección y actualización. Excelente muchas gracias por compartir esta información!!!

[@MichelvanBiezen]

Looks like you are systematically going through the video set. Enjoy!

[@martintorres5829]

Dear@@MichelvanBiezen thanks a lot for your time and really great work. Is sensational when all parts begin functioning

[@kweon]

Eureka! I found this video! I wish I knew it earlier.

[@SuperReehan]

simple and best explanation. Thank you so much sir

[@cemalialtuntas]

Thank you so much for the lectures. These are so helpful.

[@YUVARAJ-ev4zm]

superb lectures, i am understanding the kalman filter

[@okpanumjacinta6562]

You are simply the best. Thank you!!!

[@MichelvanBiezen]

We appreciate your confidence.

[@bullet9564]

HI Michel, Thanks for these insightful videos. I am little confused with usage of X at multiple places. One X is state matrix [position, velocity] and other X is that newton's equation. Which X are you using in the main equation to calculate new state? And, where are you using newton's equation X. Please answer all the questions. Thanks.

[@ChiragParmar-vh4ls]

Moving from univariate kalman filters to multivariate kalman filters there is just one thing I cannot resolve completely. The univariate model uses three steps 1. Calculate kalman gain 2. Calculate new estimate 3. Calculate new error in estimate. The multivariate model uses the same approach but it has a prediction step before calculating the kalman gain. Using the prediction step makes complete sense. But why did we not use it in the univariate case?

[@bartomiejburda3127]

These videos are amazing!

[@MurrayMD]

Hello Michel, and thanks for this lecture series! I'm learning a lot and hope to construct a KF for the stock market. All the best in your career!

[@MichelvanBiezen]

Best of luck! And thank you.

[@edumartorano]

Dear Professor, I found your Kalman filter videos excellent ! I helped me a lot ! Such a nice step-by-step explanation. There is one thing which I was a little confused. I thought that the "motion" model should be linear in order for the Kalman filter to be applied. When the model is not linear, the extended kalman filter should be used. In your example, the motion model is not linear since you have the square there. I think I got something wrong :-(

[@MichelvanBiezen]

You are correct. I am planning on making some EKF videos with some tracking models when time permits.

[@TheGsoffer]

But t=DT and it is a constant value. So I guess it an LTI system... am I wrong?

[@bocao3491]

Thank you for the video!

[@MichelvanBiezen]

You are welcome. Glad you found our videos! 🙂

[@bocao3491]

@@MichelvanBiezen Yes! Thanks for going through the process! I grasp most of the concepts and examples in Kalman filter by watching these videos.

[@cristinosouza]

Super!!!! Merci beaucoup Monsieur!

[@MichelvanBiezen]

C'est mon plaisir.

[@teodorpetrut7784]

Could acceleration also be a component of the state X ?

[@MichelvanBiezen]

Yes, many tracking systems use position, velocity, and acceleration.

[@djchrisi]

You are going to heaven!

[@MichelvanBiezen]

I certainly hope so. But not because of anything I did. I fall far short from deserving itl 🙂

[@chaithrad3448]

Sir, your teaching and explanation are simply super 👌👌 Can i know if there is series of vedios for IMM filter as well..

[@MichelvanBiezen]

No, we don't have that covered yet. I added it to the (long) list of requests for the future. Thanks for the suggestion.

[@yashwanthreddy8768]

Sir as you mentioned to find the new state we use the previous state and the control inputs which effect the state.should we only consider the present control inputs for the new state.why should we not consider the control inputs of previous state as they are also imp to calculate the new estimate

[@ridhwanluthra]

the control inputs of the previous state are already incorporated into the calculation of the current state's estimate and hence it is not required to be added the next time.

[@ahmedmahdi8580]

thank you so much

[@ruhulamin-fi4hi]

HI Did you make tutorial of Extended kalman filter? if it is possible please show it

[@MichelvanBiezen]

We haven't made those videos yet. (something for the future)

[@ruhulamin-fi4hi]

Thanks. if you have any helpful document about extended kalman filter please send to me so that can easily understand..because your video is so understandable...my id [e-mail]

[@dimitrisfistes9248]

Did you make any videos for Dual Kalman Filter,by the way very good job..

[@MichelvanBiezen]

+Dimitris Greek Those will be coming when I have more time.

[@adjkhaoula9914]

Thank you so mutch .

[@wilberevercorreaochoa6628]

Qué explicación para más buena!

[@divakarmaurya2255]

By when can we expect the other lectures Sir ???

[@MichelvanBiezen]

+Divakar Maurya They are being developed. (I work 3 jobs, so I don't have much time to make these videos)

[@divakarmaurya2255]

+Michel van Biezen Thanks for your reply Sir. I will be eagerly waiting :-)

[@sebastianschweigert7117]

+Michel van Biezen You're doing great.

[@lordleoo]

you know people thanks dont pay the bills... i went to his website to make a donation but i found they only accept bitcoin =S