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5
votes
Accepted
Situations where complexity is too big to exceed linearity and gaussianity
The Kalman filter is all about tracking means and variances of variables in the system. …
1
vote
What's the best way of modeling 3d target motion with only 2d angle observations?
So, let's see how to start this. Let's make the states the 3D location and the 3D velocities:
$$
\mathbf{x}_k = \left [
x_k\ \dot{x}_k\ y_k\ \dot{y}_k\ z_k\ \dot{z}_k
\right ]^T
$$
Then, following t …
3
votes
Accepted
What does "kernel based" mean?
In general, a kernel is a function that acts as a parameter to some algorithm.
Filtering: For example, it's possible to call the impulse response of a filter $h[n]$ a kernel, so that it is the parame …
6
votes
Kalman Filter for estimating position with nonconstant velocity & acceleration
So this is just the start of an answer. I'll have to keep updating it as I go.
The first attempt is to say that the quantities you are interested in are the location of the center of the four LEDs, a …