top | item 39348700

(no title)

girzel | 2 years ago

Interesting. Are you characterizing Kalman filters mostly as systems of control/refinement on top of alpha-beta filters?

I do feel like the core of it is essentially exponential/logarithmic growth/decay, with the option to layer multiple higher-order growth/decay series on top of one another. Maybe that's the gist...

discuss

order

plasticchris|2 years ago

Yeah, because a lot of times the equations that fall out of the KF look the same, only with variable values for alpha/beta.