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Is a Kalman filter considered a type of Bayesian statistics? It doesn't seem that way to me, but I'm not so hot at higher math. In any case, many years ago, I

Is a Kalman filter considered a type of Bayesian statistics? It doesn't seem that way to me, but I'm not so hot at higher math. In any case, many years ago, I worked on a radar system for a fighter plane. Its air-to-ground radar (at the very least; this was the part I was involved in) did indeed use a Kalman filter.

dantkz 16y ago
Yes, you can describe tracking and Kalman filter using bayesian statistics. Although, my prof said that originally it was not developed that way, but it is easier to describe it using normal distributions as priors and likelihoods of the position of the object being tracked.
- eru 16y ago
  And I guess thanks to those crazy generalizing mathematicians, nowadays you can use something like Kalman filtering with distribution other than normal ones.
  - mayank 16y ago
    Check out particle filters if you want crazy mathematicians. Fun stuff.
joeyo 16y ago
Yup. It's a special case of Bayesian estimation that is derived when all the conditional distributions are Gaussian.