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Kalman Filtering 
  • All of the measurements generated by the seeker and the navigation system/rate gyros are noisy, and therefore need to be filtered. 
  • The Kalman filter, and its variants, are the most common and usually the best way to filter a series of noisy measurements, and it will be an important component of this course. 
  • The Kalman filter takes a series of measurements, together with an estimate of their accuracies, and combines the measurements in such a way that the weighting given to each measurement is related to its accuracy. The more accurate the measurement, the bigger the weighting given to that measurement. 
  • This will be covered in more detail later in the course. Fortunately, the basic Kalman filter is very easy to program in the MATLAB programming environment.

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