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Re:Derive Yourself a Kalman Filter by thethirdone on Monday May 13, 2019 @03:51AM (#19897051)
> In my very ignorant world view Kalman filters make some prediction from some input.

This doesn't seem like an accurate view of what Kalman filters do.

Fundamentally, they just combine noisy measurements over time to produce a more precise estimate of what the measurements should be.

There is a prediction step, but that is based on an existing model of how the state should evolve over time.

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