Voiding the warranty: how the Kalman filter updates on data
thesearesystems.substack.com
In which we explore how the Kalman filter approximates Bayesian probability in its update process, and then push it beyond its limits as we tackle the "pathological" case of Cauchy-distributed noise via the lighthouse problem.
Voiding the warranty: how the Kalman filter updates on data
Voiding the warranty: how the Kalman filter…
Voiding the warranty: how the Kalman filter updates on data
In which we explore how the Kalman filter approximates Bayesian probability in its update process, and then push it beyond its limits as we tackle the "pathological" case of Cauchy-distributed noise via the lighthouse problem.