Kalman Filters

Data Skeptic · Jun 1, 2018 · 21m

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A Kalman Filter is a technique for taking a sequence of observations about an object or variable and determining the most likely current state of that object. In this episode, we discuss it in the context of tracking our lilac crowned amazon parrot Yoshi.

Kalman filters have many applications but the one of particular interest under our current theme of artificial intelligence is to efficiently update one's beliefs in light of new information.

The Kalman filter is based upon the Gaussian distribution. This distribution is described by two parameters: (the mean)…