Re:Is the Kalman filter just a low-pass filter?
by sudosysgen on Friday July 29, 2022 @10:12AM
(#32277164)
1/36 is indeed the most optimal estimator of the expected frequency of two sixes, it's not odd at all.
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Re:Is the Kalman filter just a low-pass filter?
by jmalicki on Friday July 29, 2022 @12:22PM
(#32278888)
1/36 is an estimate, it is not an estimator at all. An estimator is a formula based on data from the rolls.
Re:Is the Kalman filter just a low-pass filter?
by sudosysgen on Friday July 29, 2022 @01:24PM
(#32279629)
It's an estimator in this case. A fixed number is an estimator too, it's just not going to be desirable in most cases. But single numbers are absolutely and unquestionably also valid estimators.
In any case, what I'm trying to get at there is that in estimator theory there is a concept of optimality for an estimator over a distribution.
Re:Is the Kalman filter just a low-pass filter?
by jmalicki on Friday July 29, 2022 @07:15PM
(#32282759)
Sure, a single number is a trivial example of a procedure/formula.
But an estimator estimates an unknown parameter from data (or in such a trivial estimator possibly without data) - and I believe this is central to the confusion.