Wow this is a far superior explanation of Kalman filters than the one I got in grad school. This should be a video.https://twitter.com/datascifact/status/740925833725018112 …
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Replying to @vgr
I'm shocked this have a name and was thought of already, but the obvious consequences in form of AGI are lacking.
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Replying to @theartlav
You familiar with LQG? The estimator half is a Kalman filter. Google that. Very basic in control theory. Maybe useful for you.
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Replying to @vgr
I guess it's closer to sadness from finding yet another thing i thought i thought of turning out to have a name and known since the 60s
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Replying to @theartlav
your Russian buddy Lyapunov started this whole trail of research with his work on stability. Kalman built off him, Wiener
3:17 PM - 9 Jun 2016
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