Robotics 501: Mathematics for Robotics - ROB 501: Recursive Least Squares & Kalman Filter

This is Robotics 501: Mathematics for Robotics from the University of Michigan. In this video: Recursive Least Squares. In the end, everything is written as in the form of the Kalman Filter when the state matrix is identically zero. All Fall 2018 course materials are free and accessible here and on the Github project. More on: ROB 501 Github: https://github.com/michiganrobotics/rob501 University of Michigan Robotics: https://robotics.umich.edu