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Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?

Michel van Biezen
5 人推荐 · 跨 5 个月 · 2017–2025
数据科学与统计学纯粹数学大学公开课与讲座
Special Topics - The Kalman Filter (1 of 55) What is a Kalman Filter?

中文导读

Michel van Biezen 打造的 55 集卡尔曼滤波(Kalman filter)系列教程第一讲。采用短小精悍的板书风格,从直观物理动机一路推导至代数实例与全矩阵运算。

为什么 HN 推它

Hacker News 多次高赞推荐的卡尔曼滤波入门宝藏教程,循序渐进、极其通透,专治各种学不会。

「哪怕只看前几集也绝对值回票价,能帮你对这项极为实用的技术建立真正的深度理解。」HN 网友原话:It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.
英文原摘要(HackerTube / Claude 整理)

The first video in a 55-part series by Michel van Biezen that introduces the Kalman filter and builds from the rationale through algebraic examples to the full matrix treatment. The videos are short, blackboard-style lectures.

HN repeatedly recommends this series as a clear, step-by-step way to really understand Kalman filtering.

HN 上的提及

rec JamesBarney · 2017-01 · HN 原文
It's a great set of 55 video lectures on Kalman filtering.
rec SatvikBeri · 2018-03 · HN 原文
I found this sequence of videos really helpful
strong_rec michelpp · 2021-12 · HN 原文
It's really worth watching even just the first couple videos to get a deeper understanding of this very useful technique.
rec dpflan · 2023-10 · HN 原文
Here is another tutorial on Kalman Filters, step-by-step video playlist
rec cocostation · 2024-02 · HN 原文
I really like this set of videos for explaining the KF.

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