[plasticchris]

Hey, I had very similar thoughts many years ago! The trick is yes, many filters boil down to alpha/beta, and the kalman filter is (edit: can be) really a way to generate those constants given a (linear) model (set of equations describing the dynamics, ie the future states) and good knowledge of the noise (variance) in the measurements. So if the measurements always have the same noise it will just reduce the constants over time, and it is only really useful when the measurement accuracy can be determined well and also changes a lot.

[girzel]

Interesting. Are you characterizing Kalman filters mostly as systems of control/refinement on top of alpha-beta filters?

I do feel like the core of it is essentially exponential/logarithmic growth/decay, with the option to layer multiple higher-order growth/decay series on top of one another. Maybe that's the gist...

[plasticchris]

Yeah, because a lot of times the equations that fall out of the KF look the same, only with variable values for alpha/beta.