Re:Coq: The World's Best Macro Assembler? [pdf]
by ajb on Thursday November 27, 2025 @09:30PM
(#46075022)
In most cases the data a kalman filter is working on has some precision which is much lower than the available precision in the floating format you are using. The problem is inherently a statistical one, since the expected precision depends on the statistics of your data source.
So you would probably adopt some conservative approach in which you showed that the worst case floating point rounding error is << some quantile of error due to the data.
But, I think specialised tools are more commonly used than general process. Eg, see https://github.com/arpra-project/arpra
But that's the actual problem we're trying to solve; nobody really doubts Kalman's proof of his filter's optimality.
So this paper is not a relevant answer to the question, "how would you prove an implementation of a Kalman filter is correct?"