[en] In this work we will study the Kalman filter, highlighting its main equations and developing how they are. We will also deal with Extended Kalman Filter case analogously and Particle Filter case and a brief example for each one. Then we will see some more general considerations about its implementation and how we measure its performance applied to an example.

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: José Manuel Corcuera Valverde