Daily Shaarli

All links of one day in a single page.

August 3, 2023

A non-mathematical introduction to Kalman Filters for programmers - Pravesh Koirala

If you have two source of measurements, how can you combine them to get a more accurate measurement?

In short, you take the weighted average with the weight=1/variance.

Please also read https://news.ycombinator.com/item?id=36971975 for the missing (but important) bits.