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2:10
YouTube
DataMListic
Kalman Filter is Just a Product of Gaussians
Every GPS, drone, and self-driving car runs on the same trick. At each tick, you have two stories about where you are. One is a prediction from physics — your last position plus your velocity, with some uncertainty. The other is a measurement from your sensor — also uncertain. Both are Gaussians. Multiply them, and the result is another ...
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