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I googled kalman filter https://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/ https://www.bzarg.com/p/how-a-kalman-filter-works-in-picture... Looks in

I googled kalman filter https://www.bzarg.com/p/how-a-kalman-filter-works-in-pictures/ https://www.bzarg.com/p/how-a-kalman-filter-works-in-picture... Looks interesting!

AstralStorm 8y ago
And obviously the standard CS books tell you little about numerical and stability issues you get to solve to have an actually really working and accurate Kalman filters. It might be touched upon in doctoral or post-doc courses... Whereas electrical engineer gets drilled about noise, stability and uncertainty all the time. Rarely even about mathematical chaos and chaotic systems.