# Kalman filter derivation

## Summary

Mathematical derivation of the Kalman filter.

## Context

This concept has the prerequisites:

- Kalman filter
- computations on multivariate Gaussians (The derivation involves computations on multivariate Gaussians.)

## Core resources (we're sorry, we haven't finished tracking down resources for this concept yet)

## Supplemental resources (the following are optional, but you may find them useful)

## -Paid-

→ Probabilistic Robotics

## See also

-No Additional Notes-