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Diff — Kalman filter

Revision #1331 → #2104 · back to history

modifiedKalman filtering2eb2093dade3
FieldFrom #1331To #2104
noteNo 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
FieldFrom #1331To #2104
anchor.snippetit is however possible to express the filter-update routine in terms of an associative operatorIt is however possible to express the filter-update routine in terms of an associative operator
noteParallel-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'.
provenanceaiai-moderated
addedUnscented transformationf4a881991790
addedSquare-root unscented Kalman filter3f72b24fa81e
addedKalman gain30b6ef4372ce