This post is in continuation to my last post on Kalman Filter. So my colleague Larry is pretty excited to know about the working of Kalman Filter, but can he understand the concept of Non Linearity and Extended Kalman Filter. Let’s find out.
Larry: I know Kalman Filters, I can now predict and update, I basically know an important prediction tool now.
Me: Can you tell me what were the assumptions we made while reading about Kalman Filter?
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