Guest Slot – Rod Crosby on the Kalman Filter
Wouldn’t it be nice…..If we could get from here….. …to here? Well, perhaps we can…. I just DID!! The second graph was created using only the few datapoints from the first graph, and a clever box-of-tricks called the Kalman Filter. What on earth is a Kalman Filter? Believe it or not, it is a statistical routine that originated in the 1960s in the fields of engineering and signal processing. The Kalman Filter is mathematically proven to be the optimal way…