Kahlman Questions...

There is so much about Kalman filters in the past and how much better they are at reducing noise in a system. I have seen some basic equations but not having studied math in quite some time was a hindrance to understanding what I am looking at. Does anyone have a good tutorial on Kahlman filters? I know that its a broad and reaching topic, but I would still like to develop my skills in the control of the system.

 

Second part to this question topic...

 

Programming, programming, programming! What is a solid language that I can program a Kahlman filter in. Also, example of code maybe or a solid reference which can help me learn to program. My project would require me to process data quite quickly and I am looking at involving quite a long amount of time in design( from scratch(CAD plans to board production) of a 9 DOF IMU. I would buy a commercial grade system but I am on student salary and I wouldnt learn anything else really about the system without really trying. Its a pain to build an IMU from scratch but I want to know what I am putting up in the air and that it was my design.

 

Thanks ahead of time,

Dan

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