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xchip
on July 6, 2016
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Rudolf Kálmán Has Died
That is not a Kalman filter :) A Kalman filter uses matrices, a physical model of the system its trying to filter data and lots of stuff I haven't found in that code
tgb
on July 6, 2016
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It looks like a particle filter to me.
https://en.wikipedia.org/wiki/Particle_filter
bendykstra
on July 6, 2016
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Oh, you are right. That is actually a particle filter. I'm sorry, I studied both on the same day and misremembered which one I had implemented.
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