Based on Phil Lim's Beginners Guide To Kalman Filters
Implemented:
- Average filter
- Moving average filter
- Low pass filter
- High pass filter
- Kalman filter using scalar parameters
- Implemented Kalman filter for noisy constant voltage source
- Implemented Kalman filter for noisy inncreasing temperature reading
This is finished, I have understood the kalman filter enough to implement it for a noisy temperature reading and that was the main goal. I have not implemented a Kalman filter with matrix variables, nor the extended and unscented filter. Last two I didn't understand enough!