Timeline for In what sense is the Kalman filter optimal?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Oct 5, 2021 at 16:50 | history | edited | TimWescott | CC BY-SA 4.0 |
added 11 characters in body
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| Oct 5, 2021 at 15:01 | comment | added | TimWescott | The states are thusly linked. But the Kalman assumes a perfect model, and if the model is perfect, then the state errors are uncorrelated. | |
| Oct 5, 2021 at 8:38 | vote | accept | SoftSail | ||
| Oct 5, 2021 at 6:58 | comment | added | SoftSail | Thanks a lot for your enlightening answer. My comprehension is that all the states are linked according to the state transition model; Therefore, to achieve the optimal linear estimation, the estimation of every single state must be optimal. | |
| Oct 4, 2021 at 16:24 | history | edited | TimWescott | CC BY-SA 4.0 |
Clarify just where the question is answered.
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| Oct 4, 2021 at 15:22 | comment | added | Peter K.♦ | $H_\infty$ for the win! ;-) | |
| Oct 4, 2021 at 15:14 | history | answered | TimWescott | CC BY-SA 4.0 |