Extended Kalman Filter - Sensor Fusion #3 - Phil’s Lab #37

Extended Kalman Filter (EKF) overview, theory, and practical considerations. Real-world implementation on an STM32 microcontroller in C in the following video. Part 3 of sensor fusion video series. [SUPPORT] Free trial of Altium Designer: PCBA from $0 (Free Setup, Free Stencil): Patreon: [LINKS] Git: Sensor Fusion Part 2: Sensor Fusion Part 1: Small Unmanned Aircraft (Book): State observers: Observers: Euler Angles: (from slide 17) [TIMESTAMPS] 00:00 Introduction 00:28 Previous Videos 00:41 Altium Designer Free Trial 01:05 Content 01:43 Sensor Fusion Recap 02:26 Complementary Filter Recap 03:08 Choosing alpha 03:29 Kalman Filter Overview 04:19 Estimation Error and Covariance 05:00 Non-Linear and Discrete-Time Kalman Filter 05:47 Book Recommendation 06:05 EKF Algorithm Overview 07:19 Practical Example (Attitude Estimation) 07:49 Prediction (EKF Step 1) 10:14 Update (EKF Step 2) 13:32 Complete EKF Algorithm 14:04 Practical Issues and Considerations 15:14 Next Video ID: QIBvbJtYjWuHiTG0uCoK