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Forgive me, I'm thoroughly confused by that dichotomy. How are they different? Approaching from bayes rule or a "maximum likelihood" approach produces the same
by jvanderbot 3y ago
Forgive me, I'm thoroughly confused by that dichotomy. How are they different? Approaching from bayes rule or a "maximum likelihood" approach produces the same results.
The problems of the filter are present in both.
- eutectic 3y agoWell, the derivations are different, and your comment seemed to imply that the maximum likelihood perspective was easier to understand.
- hgomersall 3y agoThe result is identical, the understanding is different. I would suggest that the Bayesian perspective leads to insights like the UKF [1] which IME is all round much better than the apparently better known EKF for approximating non linear systems. [1] That is, it is generally easier to approximate a distribution than a non linear function.