4 ms·
Absolutely! And thank you for saying so. (To be clear, the answer to the question posed in the title was never intended to be yes. The answer was intended to be
by jbay808 4y ago
Absolutely! And thank you for saying so. (To be clear, the answer to the question posed in the title was never intended to be yes. The answer was intended to be sometimes.)
In one of my other articles where I applied the Kalman filter to a more complex system, a frequency-domain filter would have failed. But in this article I tried to stick to the simplest possible system, so that the math wouldn't get in the way of illustrating the way in which Kalman and Wiener filters relate to each other, since it's an interesting connection that doesn't get much attention.