3 ms·
It's not just designing the formula, getting the parameters right is going to be a right pain. You might have meant that as part of "designing" but it's a sign
by regularfry 2y ago
It's not just designing the formula, getting the parameters right is going to be a right pain. You might have meant that as part of "designing" but it's a significant challenge in its own right, over and above having a formula that's the right shape.
Not to mention numerical accuracy in the implementation, but I'd assume that's mostly known patterns at this point.
- ijustlovemath 2y agoThe beauty of using a Kalman filter is that its constantly refitting the model parameters to match the observed state.