Comment Comment by rweba Here is another "simple" explanation:https://rweba.livejournal.com/446326.htmlIt's definitely WAAAY oversimplified, but it gives the first idea:The "filter" just cleverly averages the noisy real data at time T with the Kalman estimate from time (T-1). parent rweba 8 years ago
https://rweba.livejournal.com/446326.html
It's definitely WAAAY oversimplified, but it gives the first idea:
The "filter" just cleverly averages the noisy real data at time T with the Kalman estimate from time (T-1).