+------------------------------------+ | | v | +---------------+ +----------------+ | PREDICT STEP | | UPDATE STEP | | | | | | Project state | ---------------> | Correct state | | forward | | using measurement +---------------+ +----------------+ Step 1: Predict (Looking Forward)
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: The filter uses a "motion model" (physics equations) to guess where the system will be next. For example, if a car is at point A moving at 60 mph, it predicts it will be at point B in one minute. kalman filter for beginners with matlab examples download