Re:Kalman Filter Explained Simply
by hgomersall on Monday February 12, 2024 @03:53PM
(#39350341)
The result is identical, the understanding is different. I would suggest that the Bayesian perspective leads to insights like the UKF [1] which IME is all round much better than the apparently better known EKF for approximating non linear systems.
[1] That is, it is generally easier to approximate a distribution than a non linear function.
[1] That is, it is generally easier to approximate a distribution than a non linear function.