Derive Yourself a Kalman Filter
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Re: Derive Yourself a Kalman Filter
#2"It's really quite simple. Here, let me show you all these formulas..."
This reminds me of last week. I bought a house and want to get into woodworking so I looked up intro videos on YouTube. "It's easy. Just follow me over to this table saw and router and planer and all these other tools you don't own."
I know I'm not being fair. But a recurring frustration I have is when experts claim it's easy or simple or for beginners and then talk right over you. They don't mean to, but it can be insulting and demoralizing. "well if it's for beginners and I don't know what these glyphs mean, the problem must be me."
So back to the topic. Am I wrong or could you begin with, "a kalman filter is a way to get a guesstimate of a value from different sources where the trust in each source can vary."
Re: Derive Yourself a Kalman Filter
#3"It's really quite simple. Here, let me show you all these formulas..." This reminds me of last week. I bought a house and want to get into woodworking so I looked up intro videos on YouTube. "It's easy. Just follow me over to this table saw and router and planer and all these other tools you don't own." I know I'm not being fair. But a recurring frustration I have is when experts claim it's easy or simple or for beg…
You could, but you should follow it up with "where one of those sources is your (incomplete, noisy) information about what the value _used_ to be and how it changes over time".
If you just have (say) three different ways of estimating the position of an aeroplane, then you don't need a Kalman filter. The place where the Kalman filter adds value is where you measure its position _repeatedly_ and make use of the fact that it's known to be moving approximately in a straight line.
Re: Derive Yourself a Kalman Filter
#4"It's really quite simple. Here, let me show you all these formulas..." This reminds me of last week. I bought a house and want to get into woodworking so I looked up intro videos on YouTube. "It's easy. Just follow me over to this table saw and router and planer and all these other tools you don't own." I know I'm not being fair. But a recurring frustration I have is when experts claim it's easy or simple or for beg…
You could, kind of. Basically, Kalman filter is this: you have 2 noisy data sources with a known real-life connection (like, vehicle position and velocity), so instead of an accurate measurement for each you have 2 "wide" gaussians. When you multiply them, you still get a gaussian, but a much narrower one, meaning: you still don't know the exact position for sure, but (kind of surprisingly) now you know it with a much greater precision than you had with the direct measurement.
In fact, I agree that this one is not really good explanation. I cannot remember, where I saw my favourite one, but there are really plenty of them in the internet, many are well illustrated and pretty clear overall, so if you are actually interested, I think you won't have much trouble understanding it after a few links from the first page of your favorite search-engine.
Re: Derive Yourself a Kalman Filter
#5"It's really quite simple. Here, let me show you all these formulas..." This reminds me of last week. I bought a house and want to get into woodworking so I looked up intro videos on YouTube. "It's easy. Just follow me over to this table saw and router and planer and all these other tools you don't own." I know I'm not being fair. But a recurring frustration I have is when experts claim it's easy or simple or for beg…
There's a place for both kinds of explanations. This is a good way of explaining what a Kalman filter is to someone who has a mathematical background, just like if you go look up a woodworking video, it might show an interesting way for someone who is familiar with woodworking to build a chair.
Neither is useful to the novice, but an article like this going out of its way to explain, say, matrix notation, or a video about building chairs that spends the first ten minutes explaining how to use a table saw, is less useful and interesting to the experienced reader or viewer.
I suppose I agree that articles like this shouldn't be presented as easy, or for the beginner, but there's a difference between "simple" and "easy".
Re: Derive Yourself a Kalman Filter
#6"It's really quite simple. Here, let me show you all these formulas..." This reminds me of last week. I bought a house and want to get into woodworking so I looked up intro videos on YouTube. "It's easy. Just follow me over to this table saw and router and planer and all these other tools you don't own." I know I'm not being fair. But a recurring frustration I have is when experts claim it's easy or simple or for beg…
Yeah, this piece reads like the Wikipedia page for Kalman filters. It’s right, but it’s not very informative if you don’t already understand the topic. There’s definitely no attempt to simplify anything here.
Re: Derive Yourself a Kalman Filter
#7"It's really quite simple. Here, let me show you all these formulas..." This reminds me of last week. I bought a house and want to get into woodworking so I looked up intro videos on YouTube. "It's easy. Just follow me over to this table saw and router and planer and all these other tools you don't own." I know I'm not being fair. But a recurring frustration I have is when experts claim it's easy or simple or for beg…
Yes, when people try to explain things they will often say it’s easy in hopes that it will help the learner relax and not feel overwhelmed.
But that backfires the moment something is not easy for the learner. It’s completely demotivating.
It’s better in my opinion to say, “it’s okay if you don’t understand everything at first.” If the goal is to keep the learner from being immediately discouraged.
Re: Derive Yourself a Kalman Filter
#8"It's really quite simple. Here, let me show you all these formulas..." This reminds me of last week. I bought a house and want to get into woodworking so I looked up intro videos on YouTube. "It's easy. Just follow me over to this table saw and router and planer and all these other tools you don't own." I know I'm not being fair. But a recurring frustration I have is when experts claim it's easy or simple or for beg…
You may have chanced upon this already but here is a wonderfully explained (IMHO) intro to Kalman filters: https://www.bzarg.com/p/how-a-kalman-filter-works-in-picture...
Re: Derive Yourself a Kalman Filter
#9I think there is no such thing as a conditional random variable. There are conditional probability distributions, but I've never heard of A|B itself being a random variable and I think it doesn't fit the definition. A random variable (I'm not a mathematician) is a function that takes an elementary event and returns the value of the variable.
You may say this is pedantry, but I think it's important to keep track of what is what, especially when being a beginner. You can afford to be sloppy once you're more advanced.
Re: Derive Yourself a Kalman Filter
#10I think there is no such thing as a conditional random variable. There are conditional probability distributions, but I've never heard of A|B itself being a random variable and I think it doesn't fit the definition. A random variable (I'm not a mathematician) is a function that takes an elementary event and returns the value of the variable. You may say this is pedantry, but I think it's important to keep track of wh…