Sorry if I'm asking a dumb question, but I'm not very good on statistics. I have tried to do an implementation of Kalman filter. I have double checked and the implementation seems correct with test values. But when I try it with real data (computer vision tracking system) I'm getting some
inf values.. So I thought maybe it could be wrong input data that are wrong.
A colleague suggests that maybe Kalman filter fails if it is getting bad input like "if it get for several times a 0 value it will get infinite"
So.. here is the question: is it possible that the Kalman filter gives as result an infinite number? and when?