Hacker News new | comments | show | ask | jobs | submit login

The Kalman filter is much more sophisticated. Typical re-estimation will be:

  x1 = x0 + alpha * (z - x0)
where alpha is static. The Kalman filter will make it dynamic, taking into account how you obtained the measurements, how old the last re-estimation was, how noisy the process is, etc. Want to do multi-variate analysis? Make alpha a matrix transform.



Guidelines | FAQ | Support | API | Security | Lists | Bookmarklet | DMCA | Apply to YC | Contact

Search: