A Glitch In The Matrix.
A Glitch In The Matrix.
This is the first in a series of posts that will eventually get round to implementing a Kalman Filter (or filters) in Haskell. Itâs not my intention to explain Kalman filtering in any detail â just sufficiently to complelent the Haskell code. Thereâs a plethora of tutorials and videos about Kalman Filtering and one of the better series is here.
As will be seen, the computations involved inâŚ
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