Flashback to tuning covariance matrices for hours and when you get it juuuust right and it looks like the filter is working magic on your data. What a giant of

Flashback to tuning covariance matrices for hours and when you get it juuuust right and it looks like the filter is working magic on your data. What a giant of his field! Here he is receiving the National medal of Science from Barack Obama[1] http://www.ethlife.ethz.ch/archive_articles/091008_kalman_per/index_EN http://www.ethlife.ethz.ch/archive_articles/091008_kalman_pe...