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The Kalman Filter is an instance of the Generalized Distributive Law https://en.wikipedia.org/wiki/Generalized_distributive_law https://en.wikipedia.org/wiki/Ge
by adamnemecek 2y ago
The Kalman Filter is an instance of the Generalized Distributive Law https://en.wikipedia.org/wiki/Generalized_distributive_law https://en.wikipedia.org/wiki/Generalized_distributive_law
So is the Fast Fourier transform, Viterbi algorithm, dynamic programming, message passing and a trillion other things.
- all2 2y agoCan you expand on how the Kalman Filter fits into this category?
- adamnemecek 2y agohttps://web.cs.ucla.edu/~yzsun/classes/2014Spring_CS7280/Papers/Probabilistic_Models/Constructing%20Free%20Energy%20Approximations%20and%20Generalized%20Belief%20Propagation%20Algorithms.pdf https://web.cs.ucla.edu/~yzsun/classes/2014Spring_CS7280/Pap...