README.md

Kalman Filter as Recursive Bayesian Estimation

This is a step by step tutorial from histogram filters to N dimensional Kalman Filters.

It is based on the excelent Udacity course given by Sebastian Thrun:

https://classroom.udacity.com/courses/cs373/

It covers:

• Histogram Filters
• Additive noise histogram filters
• One dimensional Kalman Filters
• N dimensional Kalman filters