While working full time I’m studying for my Master’s Degree in Electrical Engineering.  Work pays for classes so it’s a great deal, but man is it tiring.  The latest struggle is Kalman Filters.

Let’s start from the beginning.  I’m taking an advanced course in digital signal processing.  It’s been one of my favorite classes in this program — no midterms or finals, just a student created project.  So we go through the class learning different prediction techniques, working up towards the Kalman Filter and the Extended Kalman Filter, which aren’t impossible to understand.  But now that I have to apply one…well, we’ll see.