Kalman Filter Derivation


I’ve had a post on Kalman Filter intro last time. While that intro might be sufficient for some people, the derivation of it is often sought. So I’d like to cover that in this post. I’d say there are two…

Kalman Filter – Intro


COVID-19 is hitting everywhere. I wish the best luck to all visitors and do hope you’re staying safe. Hope this ends soon. If you have worked on an estimation problem, whether it’s a probabilistic approach or not, the chances are…

Law of Total Probability


In robotics literature, we observe endless number of equations written in probabilities. I’d like to point out few ones which I found typically useful to remember. You will find all these in any book with probability theory. or depending on…

Probability Distribution Functions


In my previous post, I briefly talked about probability density functions. I’d like to discuss more about this today. Probability ddistribution functions appear a lot of times in robotics literature; because all our measurements and knowledge are not perfect. You’ll…

Bayes Rule


Okay. For now, this is how this blog will work. With my imperfect knowledge of materials, honestly, writing an organized teaching material will be difficult; otherwise I’ll be writing a book 😛 Instead, I’ll be posting small bit by bit…



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