In this lesson, we develop fundamental probability and statistical concepts for working with noisy signals in stochastic control and Kalman filter design. Topics include: noisy signal characterization, sample space, mean, expected value, variance, stationary processes, covariance, the covariance matrix, the joint moment matrix, the autocorrelation matrix, uniform distributions, and gaussian distributions.
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Watch video Probability & Statistics of Noisy Signals for Kalman Filters, Guidance Fundamentals II, Section 1.2 online without registration, duration hours minute second in high quality. This video was added by user Ben Dickinson 10 February 2024, don't forget to share it with your friends and acquaintances, it has been viewed on our site 734 once and liked it 31 people.