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README.md

Kalman-Filter

Implementation of a Kalman Filter and example based on: http://greg.czerniak.info/guides/kalman1/

Run the code and send the output to out.dat: kalman_filter_cannonball.exe > out.dat

In gnuplot, the output can be plotted with: plot 'out.dat' using 1:2 w lines, 'out.dat' using 3:4 w lines, 'out.dat' using 5:6 w lines

Other resources used: http://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/ http://robotsforroboticists.com/kalman-filtering/ https://en.wikipedia.org/wiki/Kalman_filter https://courses.cs.washington.edu/courses/cse466/11au/calendar/14-StateEstimation-posted.pdf http://www.cs.unc.edu/%7Ewelch/media/pdf/kalman_intro.pdf

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