All posts

2024  2

December  1

Rigorous consideration of noisy control input in Kalman filter state propagation

December 20, 2024 · 4 min · Nikolay Mayorov

March  1

Strapdown IMU synthesis

March 3, 2024 · 6 min · Nikolay Mayorov

2023  6

August  1

Robust Extended Kalman Filter update. Part 2: comparison with outlier rejection approach

August 3, 2023 · 4 min · Nikolay Mayorov

July  1

Robust Extended Kalman Filter update. Part 1: basic theory

July 13, 2023 · 7 min · Nikolay Mayorov

May  1

Extended Kalman Filter update step as an optimization problem

May 4, 2023 · 6 min · Nikolay Mayorov

April  1

Heading observability in Inertial Navigation Systems

April 2, 2023 · 6 min · Nikolay Mayorov

January  2

Implementation of Kalman correction formulas

January 12, 2023 · 5 min · Nikolay Mayorov

Alternative form of Kalman smoother

January 5, 2023 · 12 min · Nikolay Mayorov

2022  6

December  3

INS error equations

December 20, 2022 · 21 min · Nikolay Mayorov

Noisy input in state time propagation: “control” vs. “navigation”

December 10, 2022 · 5 min · Nikolay Mayorov

Example of a nonlinear estimation problem solved by optimization

December 6, 2022 · 5 min · Nikolay Mayorov

November  3

Nonlinear batch estimation

November 30, 2022 · 8 min · Nikolay Mayorov

Verification of Kalman filter and smoother algorithms

November 29, 2022 · 5 min · Nikolay Mayorov

Derivation of Kalman smoother from an optimization perspective

November 27, 2022 · 14 min · Nikolay Mayorov