@online{huang2024kalman,
  author       = {Huang, Xuanqiang Angelo},
  title        = {Kalman Filters},
  date         = {2024-10-08},
  organization = {Xuanqiang Angelo Huang's Blog},
  url          = {https://flecart.github.io/notes/kalman-filters/},
  langid       = {english},
  abstract     = {Here is a historical treatment on the topic: https://jwmi.github.io/ASM/6-KalmanFilter.pdf . Kalman Filters are defined as follows: We start with a variable X 0 ​ ∼ N ( μ , Σ ) , then we have a motion model and a sensor model : \{ X t + 1 ​ = F X t ​ + ε t ​ Y t ​ = H X t ​ + η t}
}