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Extended Kalman Filter - Sensor Fusion #3 - Phil's Lab #37

Extended Kalman Filter (EKF) overview, theory, and practical considerations. Real-world implementation on an STM32 microcontroller in C in the following video.

Part 3 of sensor fusion video series.
  • 00:00Introduction
  • 00:28Previous Videos
  • 01:05Content
  • 01:43Sensor Fusion Recap
  • 02:26Complementary Filter Recap
  • 03:08Choosing alpha
  • 03:29Kalman Filter Overview
  • 04:19Estimation Error and Covariance
  • 05:00Non-Linear and Discrete-Time Kalman Filter
  • 05:47Book Recommendation
  • 06:05EKF Algorithm Overview
  • 07:19Practical Example (Attitude Estimation)
  • 07:49Prediction (EKF Step 1)
  • 10:14Update (EKF Step 2)
  • 13:32Complete EKF Algorithm
  • 14:04Practical Issues and Considerations
  • 15:14Next Video