How a Kalman filter works, in pictures (2015)
1–10 of 35 posts
Re: How a Kalman filter works, in pictures (2015)
#2Good work putting the colour highlighting on the formulae. It does make them easier to follow for someone who is not a complete wizard with algebra. Without this little formatting touch I would find the article to be mostly a sea of symbols that I would likely skim over and still not properly understand.
Re: How a Kalman filter works, in pictures (2015)
#3That was a really coherent explanation. The coloring was helpful, also the way in which the details were introduced one by one.
Re: How a Kalman filter works, in pictures (2015)
#4Pardon my ignorance, I'm just wondering about some context, since the Kalman filter was invented in the 60s. Are Kalman filters still highly relevant, or are they (in practice and/or in theory) obsoleted by other techniques, such as general ML?
Re: How a Kalman filter works, in pictures (2015)
#5Pardon my ignorance, I'm just wondering about some context, since the Kalman filter was invented in the 60s. Are Kalman filters still highly relevant, or are they (in practice and/or in theory) obsoleted by other techniques, such as general ML?
They're not really applicable to the same problem areas. Kalman filters are most often applied in small/embedded system control environments where latency matters more, control is continuous, and you don't have a cloud to host your autopilot.
Re: How a Kalman filter works, in pictures (2015)
#6Pardon my ignorance, I'm just wondering about some context, since the Kalman filter was invented in the 60s. Are Kalman filters still highly relevant, or are they (in practice and/or in theory) obsoleted by other techniques, such as general ML?
Yes they are used for radar and sonar stuff. We use them in our products.
Re: How a Kalman filter works, in pictures (2015)
#7Pardon my ignorance, I'm just wondering about some context, since the Kalman filter was invented in the 60s. Are Kalman filters still highly relevant, or are they (in practice and/or in theory) obsoleted by other techniques, such as general ML?
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Re: How a Kalman filter works, in pictures (2015)
#8Pardon my ignorance, I'm just wondering about some context, since the Kalman filter was invented in the 60s. Are Kalman filters still highly relevant, or are they (in practice and/or in theory) obsoleted by other techniques, such as general ML?
I saw Kalman filters being used in comma.ai's self-driving car code.
Re: How a Kalman filter works, in pictures (2015)
#9This is really great! I kept encountering Kalman filters in my research during graduate school, but they didn't directly affect my research so I never made the time to understand them. What a fantastic explanation!
I'm also a huge fan of the use of colors to understand all the different concepts at work. Yesterday I actually asked the secretary of my department to get my an 8 pack of multicolored pens for this exact purpose (red, blue, and black aren't enough!).
Re: How a Kalman filter works, in pictures (2015)
#10Pardon my ignorance, I'm just wondering about some context, since the Kalman filter was invented in the 60s. Are Kalman filters still highly relevant, or are they (in practice and/or in theory) obsoleted by other techniques, such as general ML?
Beyond what the other replies are saying, the general pattern is also highly applicable. You can keep O(1) memory, update it on every new piece of unreliable data, and continually have a better understanding of what the truth is.
Consider standard deviation. You can calculate the standard deviation of a stream of numbers without storing all of them, or knowing where the stream will end. 'The standard deviation so far', in effect.