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by blharr
519 days ago
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This is really what I have never understood about Kalman Filters. As to how you pick Q and R. Do you just adjust them until the result looks right? How does that end up working for anything not completely over-fit? For example, if I'm tracking birds from video footage, I might choose a certain Q, but depending on the time of day the noise statistics might change. What do you do then? |
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