3 ms·
The KF is very efficient. It's optimal for linear Gaussian systems and computation is polynomial in measurement dimensionality k and state dimensionality n:
by robotresearcher 11y ago
The KF is very efficient.
It's optimal for linear Gaussian systems and computation is polynomial in measurement dimensionality k and state dimensionality n:
O(k^2.376 + n^2)
(Yes I had to look that up.)