ABSTRACT
Now that we have shown the reader a very simple, practical scenario with the elements that are typical of a Kalman Filtering situation (a model with uncertainties, and measurements with uncertainties), we will present the reader with the general estimation challenge that Kalman addressed in his seminal 1960 paper. This challenge will be presented (as Kalman did) through two key equations (The state transition, or model, equation and the measurement equation) and, also, as a block diagram. This will help to identify the elements, parameters and interrelations that exist in the estimation challenge we will address, as well as the assumptions made about them. We will then express the simple practical scenario described in the previous chapter as an instance of the general estimation challenge. Afterwards we will also cast the estimation of the height of a falling object through time in the generic estimation model. This second situation is already a closer case to the actual use of Kalman Filtering estimation in engineering practice.
