Timeline for How does one apply Kalman smoothing with irregular time steps?
Current License: CC BY-SA 4.0
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| Sep 30, 2022 at 16:34 | comment | added | DerekG | @Taylor can you clarify what you mean by your comment on the last equation? I wasn't able to understand what you think should be different but want to make sure I have the math correct. Thanks! | |
| Aug 19, 2022 at 15:08 | history | edited | DerekG | CC BY-SA 4.0 |
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| Aug 18, 2022 at 18:24 | comment | added | Taylor | The very last one but the appeal to continuous time models is a good idea en.wikipedia.org/wiki/Euler%E2%80%93Maruyama_method | |
| Aug 18, 2022 at 18:19 | history | edited | DerekG | CC BY-SA 4.0 |
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| Aug 18, 2022 at 18:18 | history | edited | DerekG | CC BY-SA 4.0 |
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| Aug 18, 2022 at 18:16 | comment | added | DerekG | I can't tell what equation you are referencing | |
| Aug 18, 2022 at 18:16 | comment | added | Taylor | It should also depend on the state transition matrix in general I believe | |
| Aug 18, 2022 at 18:16 | history | edited | DerekG | CC BY-SA 4.0 |
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| Aug 18, 2022 at 18:13 | comment | added | Taylor | Looks good but shouldn’t it be $(t_k - t_{k-1})Q$? Variance is std dev squared and taking the variance of a scaled random variable gives you the square of that scale factor | |
| Aug 18, 2022 at 18:09 | comment | added | DerekG | @Taylor have a look again now? | |
| Aug 18, 2022 at 18:08 | history | edited | DerekG | CC BY-SA 4.0 |
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| Aug 18, 2022 at 16:57 | history | edited | DerekG | CC BY-SA 4.0 |
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| Aug 18, 2022 at 16:42 | comment | added | Taylor | Could you explain your notation please? | |
| Aug 18, 2022 at 16:32 | history | answered | DerekG | CC BY-SA 4.0 |