Introduction
A robot's sensors, dynamical model, and actuators do not behave in an ideal way. Sensors do not give noise free measurements, models don't capture all of the information that matters, and wheels will at some point slip. This section explains random processes and looks at ways in which we can make a robots actions more certain in an uncertain world. An estimate is about evaluating the Hidden State of the system. The state is hidden because we never really know the true state (position, velocity, ect.).
References
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Alonzo Kelly Mobile Robotics Chapter 5
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Alex Becker Kalman Filters
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Steve Brunton Control Bootcamp