Kalman filters

Blast from the past today when reading Hacker News. An article on the Kalman filter (Hacker news comments).

Takes me back fifteen years or so and doing some work on data fusion, where the Kalman filer was one of the techniques I studied and played around with.

A nice article it is too with lots of helpful diagrams. Quite the far cry from what I used to try and figure it all out.

Still as with most of these techniques, the real learning comes when applying the method to a new non-trivial problem. Then you get to really see it in action!

[Image credit: syvwlch]