2 ms·
I had some other harsher words written but I don't want to be that guy. Instead I'll just ask - what is it with the continuing obsession with KF, EKF, IF, and
by jvanderbot 2y ago
I had some other harsher words written but I don't want to be that guy.
Instead I'll just ask - what is it with the continuing obsession with KF, EKF, IF, and all the variants? We've lost enough headspace in new grads, it's much better to just show them loss function minimization and convex approximation and how every one of these filters just falls out of that.
Or even better - a filter is a computational trick to limit the memory footprint of a least squares loss minimization problem.
From there, many forms follow from the same equation.