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by roevhat
3057 days ago
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Yes, indeed! What worked for me in the end, was to first understand state observers (e.g. Luenberger observers) and then consider a Kalman filter as an optimal observer, where the observer gain is the steady-state Kalman gain. The whole duality between state-feedback design and observer design -- and LQR and Kalman filters. Then it made sense :-) |
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