# Tag Info

• 22.9k
Accepted

### Intuition for $\mathbf{P} = \mathbf{0}$ in steady-state when $\mathbf{Q} = \mathbf{0}$ (Kalman filter)

We each have different life experiences to fuel our intuition, but try this one out: Let $\mathbf A = 1$ and $\mathbf Q = 0$, and $\mathbf C = 1$ -- i.e., the actual state variable just doesn't change,...
• 8,638

### When Is a Kalman Filter Different from a Moving Average?

Another take: The Kalman Filter lets you add more information about how the system you're filtering works. In other words, you can use a signal model to improve the output of the filter. Sure, a ...
• 22.9k

### Discrete State Space Model - Why Are We Calculating $x \left[ k + 1 \right]$ Instead of $\dot{\boldsymbol{x}} \left( t \right)$?

Hi: I've been wondering about the same exact thing myself and the light bulb finally turned on a few days ago when I went back to Kalman's 1960 paper. ( I've read it many times but not recently ). ...
• 1,082