I'm a newbie to Kalman filter. I have found the code online but I was wondering if there is any sample dataset available online to get hands-on with it (for example: CIFAR-10 for classification etc. ).

  • 1
    $\begingroup$ What is CIFAR-10? A KF is a state estimator, not a classification algorithm. A classifier might use a KF in some hypothetical way but this wouldn’t be something a newbie interested in KF would start with. $\endgroup$
    – user28715
    Jun 1 '18 at 5:48
  • $\begingroup$ Could you please my answer or comment what is missing? $\endgroup$
    – Royi
    Apr 22 at 17:54

You can easily create measurement for Kalman Filter model.
Just run the model itself on some noise with starting point and you'll have endless number of data points.

Namely, if your model is given by:

$$ x \left[ k \right] = F x \left[ k - 1 \right] + v \left[ k \right] $$

Then all you need is to generate $ x \left[ 0 \right] $ randomly according to $ P \left[ 0 \right] $ and start moving it according to the above model while generating $ v \left[ k \right] $.


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