Questions tagged [kalman-filter]

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

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What makes Sequential Bayesian Filtering and Smoothing tractable?

I'm currently diving into the Bayesian world and I find it pretty fascinating. I've so far understood that applying the Bayes' Rule, i.e. $$\text{posterior} = \frac{\text{likelihood}\times \text{prior}...
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Using parameter estimation for training a neural network

Assume that we have 4 layers in a neural network. $$z_1 = L_1(x, W_1)$$ $$z_2 = L_2(z_1, W_2)$$ $$z_3 = L_3(z_2, W_3)$$ $$y = L_1(z_3, W_4)$$ Where $x$ is the vector input, $y$ is the vector output ...
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What's the benefit for using a Kalman filter for training a neural network compared to other optimization algorithms?

I found a paper about using an Unscented Kalman Filter(UKF) for traning a neural network. The UKF filter is modified so it works for parameter estimation. Assume that we have a neural network model $\...
euraad's user avatar
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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 ...
R2D2's user avatar
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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 (...
stoic-santiago's user avatar