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albinofrenchy
on Dec 7, 2021
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How a Kalman filter works, in pictures
I've been considering writing up something for extended kalman filters like this. Kalman filters are great but in my experience extremely limited without the non-linear extensions which make them useful in a much wider variety of problems.
marton78
on Dec 7, 2021
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Your should have a look at sigma point Kalman Filters.
gugagore
on Dec 8, 2021
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Those are called unscented Kalman filters, because they don’t stink…
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