> just a convoluted notation for guesswork. You could say that for all of estimation, by definition. But some estimates are better than others, and the KF is

> just a convoluted notation for guesswork. You could say that for all of estimation, by definition. But some estimates are better than others, and the KF is the best estimate under certain conditions... ...and one of those conditions is that you have a good estimate of the dynamics and measurement noise parameters. Rather than throw our hands up, we should just articulate this, and proceed to discuss methods for getting a good estimate of noise parameters, and discuss what happens if our estimates are wrong.