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Results tagged with numerics
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user 10354
Also known as Numerical Analysis, Numerics aims to provide methods and algorithms for numerical computations.
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Possible causes for the state noise variance to become negative in a Kalman Filter?
I am having some trouble debugging an application of a linear discreet Kalman Filter. From time to time, I find that there are diagonal elements of the covariance matrix that become negative. This is …
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