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dhdc
on Dec 7, 2021
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How a Kalman filter works, in pictures
Okay, but its not very useful is it? Sure, you can propagate the state vectors directly, but even tiny amount of noise may be amplified and can make the results useless. Also, read up on why Euler Method is bad for solving ODEs numericaly.
This is exactly why we use Kalman filters.
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This is exactly why we use Kalman filters.