Questions tagged [kalman-filter]

For questions about the Kalman filter, which is e.g. used in robotics.

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Which is the best algorithm to predict the trajectory of a vehicle using lat/lon data?

I'm using Kalman Filter approaches and I've just implemented the extended Kalman filter (EKF) with my object 2D trajectory. However, I have a mess of alternative approaches that may fit better like ...
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Is there an equivalent model to the Hidden Markov Model for continuous hidden variables?

I understand that Hidden Markov Models are used to learn about hidden variables $z_i$ with the help of observable variables $\xi_i$. On Wikipedia, I read that while the $\xi_i$'s can be continuous (...
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Why is Information Filter called Information Filter?

We all know Information Filter is a dual representation of Kalman Filter. The main difference between Information Filter and Kalman Filter is the way the Gaussian belief is represented. In Kalman ...