The purpose of this paper is to provide a practical introduction to the discrete Kalman

filter. This introduction includes a descr iption and some discussion of the basic

discrete Kalman filter, a derivation, descr iption and some discussion of the extended

Kalman filter, and a relatively simple (tangible) example with real numbers &

results.-The purpose of this paper is to provide a pra ctical introduction to the discrete Kalman fil ter. This introduction includes a descr iption and some discussion of the basic discrete Kalma n filter, a derivation. descr iption and some discussion of the extende d Kalman filter. and a relatively simple (tangible) example wit h real numbers