Hacker News new | ask | show | jobs
by girzel 855 days ago
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...

1 comments

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