23. More Kalman Filters

INSTRUCTOR NOTE:

There is an error in this video in the discussion between 1:52 and 2:10. The new predicted Gaussians should lie on the horizontal line x_dot = 1 instead of the diagonal line as they are drawn in the video. The reason for this is that we are assuming a model of constant velocity instead of acceleration.

In addition, the formula x' = x + ẋ shown a 2:30 should include a multiplication by time units: x' = x + Δtẋ'