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Only did a quick skim, but click bait-y title since it seems like they’re using a single input Kalman filter which then yeah…it’ll be a low pass filter. The art
by syntaxing 4y ago
Only did a quick skim, but click bait-y title since it seems like they’re using a single input Kalman filter which then yeah…it’ll be a low pass filter. The article also doesn’t show any confidence bands which is a huge part of Kalman filters too. But the magic of a Kalman filter is multiple inputs. One thing that took a long time for me to click is multiple noisy measurements measured at the same time becomes one less noisy measurement thanks to the inherent nature of Bayesian statistics. That’s where the magic is and why Kalman filter are not low pass filters.
- jbay808 4y ago> The article also doesn’t show any confidence bands which is a huge part of Kalman filters too. The figure does show confidence bands in pale blue, although they're hard to see because the data points kind of obscure them. But since the covariance deterministically converges to a constant within a few samples, regardless of the data, the confidence bands are not very interesting in the example in the article.
- patrick451 4y agoThere is no rule that a low pass filter must be single input. You just get a matrix of transfer functions. Most control loops with a reference input and sensor noise can be viewed this way.