3 ms·
The generic Kalman filter is also relatively old and slow to adapt. Explicit noise regularized (or variance regularized at least) filters do better especially
by AstralStorm 4y ago
The generic Kalman filter is also relatively old and slow to adapt.
Explicit noise regularized (or variance regularized at least) filters do better especially in case the signal is corrupted by non-gaussian noise where Kalman filter can get divergent.
- memming 4y agoDo you have a reference?