Kalman filter for "dummies"

I do not have strong math background, I am not math guru but I want to learn Kalman filtering with simple examples. Can someone help me with step by step examples please?
Thanks
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On Sun, 23 Jan 2005 20:37:55 +1100, <4d> wrote:

Always a good place to start. Not intimidating, intuitive beginning: http://www.taygeta.com/kalman_book.html
--
Rich Webb Norfolk, VA

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4d wrote:

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4d wrote:

The first chapter of Peter Maybeck's book is an excellent place to start. It's free on-line. If you want to know more after reading that, I strongly recommend Peter Joseph's paper. The introduction is available on-line and he will email you the first four chapters for free. He will email you the more advanced chapter for less than $10, which is a very good deal.
Joseph's paper was much easier for me to understand than the higher (>1) chapters of Maybeck's book, but Maybeck's book is available to buy also.
Maybeck's first chapter: http://www.cs.unc.edu/~welch/kalman/maybeck.html Joseph's first chapter: http://ourworld.compuserve.com/homepages/PDJoseph/kalman.htm
Assorted other Kalman filter stuff: http://www.cs.unc.edu/~welch/kalman/index.html
Mitch
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On Sun, 23 Jan 2005 20:37:55 +1100, <4d> wrote:

I agree that the Welch-Bishop and the Maybeck sources are probably the best available.
I studied and I studied the literature and it didn't make any sense until I reread the Maybeck chapter. The most important part for me was to add two normal graphs like described by Maybeck. As soon as I did that to compute the new mean and sigma in a recursive form, then I immediately saw the functionality of the kalman filter in 1D.
So, I would say that you first understand how to add two normal distributions in batch form and then in recursive form. Maybeck's paper demonstrates that. The correlation to the multi-dimensional matrix form Kalman filter then becomes obvious.
Ed L
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how is this filter applied to robotics?
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On 25 Jan 2005 16:21:26 -0800, snipped-for-privacy@gmail.com wrote:

http://www.banki.hu/szervezeti_egysegek/cra/ract9833.htm
http://www.ri.cmu.edu/pubs/pub_338.html
http://www.geology.smu.edu/~dpa-www/robo/nbot/
http://www.barello.net/Robots/gyrobot /
http://www.negenborn.net/kal_loc /
http://web.ics.purdue.edu/~yoony/research/KalmanTracking /
http://robotica.itam.mx/espanol/archivos/kalman_filter.pdf
http://robotica.itam.mx/espanol/archivos/kalman_filter.pdf
http://www-2.cs.cmu.edu/~robosoccer/cmrobobits/lectures/Kalman.ppt
http://www.ecse.monash.edu.au/centres/irrc/LKPubs/ACRA2001.pdf
http://www.is.aist.go.jp/acac/davison_old/Tutorial/tutorial.html
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Any recommended, well written, documended, Kalman filter implementations in C++ ?
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Hasuvara wrote:

It's application dependent. If you want an example of a one dimensional extended Kalman filter, look at http://rotomotion.com/prd_REV2.4.2DOFK.html . It is in C.
Mitch
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On Wed, 26 Jan 2005, it was written:

<http://people.mech.kuleuven.ac.be/~kgadeyne/bfl.html
Herman
--
K.U.Leuven, Mechanical Engineering, Robotics Research Group
<http://people.mech.kuleuven.ac.be/~bruyninc Tel: +32 16 322480
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