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Use this tag for any question regarding or utilizing Bayesian Estimation (Bayesian Estimator). This family includes (Among others) the Kalman Filter, the MAP Estimator and the MMSE.

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Will an Unscented Kalman Filter Be "As Good" as Other Optimization Algorithms for This Problem?

I want to calibrate a tri-axis magnetometer when a tri-axis gyroscope is also available. I am fairly certain I can solve this problem using various optimisation algorithms, but I would prefer to use a …
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