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Table of Contents Introduction A Toy Problem Analyzing the Signals Notes The AR(1) Model Introduction Noise modeling is a crucial component of probabilistic state estimation. Suppose you have a non-holonomic wheeled robot with two noisy sensors.

Make browsing your git repository’s history easier with git dag. Here’s how to set it up: git config --global alias.dag 'log --graph --decorate --all --oneline' git config --global color.ui true dag stands for directed acyclic graph, i.

I often forget the nuances of on-manifold least-squares optimization, and re-learning is tedious. I decided to codify it here for future reference and for anyone rusty or unfamiliar with the topic.

For the past couple months, I’ve been working on an open source library that I wish I had while working on sensor calibration problems for the past 6 years at Amazon/Google.