Timeline for How does one apply Kalman smoothing with irregular time steps?
Current License: CC BY-SA 3.0
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Aug 18, 2022 at 16:32 | answer | added | DerekG | timeline score: 0 | |
Jul 18, 2019 at 21:46 | history | edited | kjetil b halvorsen♦ |
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May 10, 2018 at 9:57 | comment | added | Dan Stowell | @Leo not really | |
May 9, 2018 at 8:57 | comment | added | Leo | Is your question related to this one? dsp.stackexchange.com/questions/13838/… | |
Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
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Apr 15, 2013 at 5:04 | comment | added | EngrStudent | It is also not bad to take the Extended Kalman Filter in this case. It is integrable in time up to step of measurement. If the discrete Kalman filter assumptions are valid (linear, Markov, uncorrelated noise,...) then they are valid in the case of the EKF. Sometimes the EKF formulation is more useful because using appropriate numerical integrators (Runga-Kutta, Adams-Bashforth-Moulton) can be more accurate and easier to set up and use in continuous domain than in discrete (z-transform) domain. | |
Feb 5, 2013 at 16:34 | vote | accept | Dan Stowell | ||
Feb 5, 2013 at 16:18 | answer | added | Nick | timeline score: 2 | |
Feb 5, 2013 at 15:27 | review | First posts | |||
Feb 5, 2013 at 15:45 | |||||
Feb 5, 2013 at 15:08 | history | asked | Dan Stowell | CC BY-SA 3.0 |