Kalman Filters, Served Four Ways

I don’t know how it happened, but from 12:30 onward was devoted entirely to the Kalman Filter and variants thereof. Be it the Extended Kalman Filter, Gaussian-Hermite Kalman Filter, spherical-simplex Kalman Filter, or just the plain ol’ Kalman Filter, this day overflowed with the stuff. This could be a good thing, I suppose, because I’m starting to understand them — for radars. The problem, however, is that I have to take my unique snowflake of a problem and apply a Kalman filter to it. Well, all I know is that it’s not getting done tonight because I’m going to bed.

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