Revision #1331 → #2104 · back to history
modifiedKalman filtering2eb2093dade3
| Field | From #1331 | To #2104 |
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| note | No Kalman filter formalization exists in Mathlib4 (grep for `Kalman` returned no results). | Grep for `Kalman` in Mathlib returned no results. |
addedInnovation (pre-fit residual)77d7185ed6b9
modifiedParallel (prefix-sum) Kalman filter complexity reduction81b37c12dd8c
| Field | From #1331 | To #2104 |
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| anchor.snippet | it is however possible to express the filter-update routine in terms of an associative operator | It is however possible to express the filter-update routine in terms of an associative operator |
| note | Parallel-scan Kalman filter not in Mathlib4. | Parallel-scan Kalman filter not in Mathlib4. Anchor corrected: original had lowercase 'it' but the text begins the sentence with capital 'It'. |
| provenance | ai | ai-moderated |
addedUnscented transformationf4a881991790
addedSquare-root unscented Kalman filter3f72b24fa81e
addedKalman gain30b6ef4372ce