alt Hacker NewsA normal EWMA filter is a special case of a Kalman filter and I bet this could be re-cast as one too. Might need an extra state or adaptive process noise though.
A normal EWMA filter is a special case of a Kalman filter and I bet this could be re-cast as one too. Might need an extra state or adaptive process noise though.
How is EWMA a special case of Kalman? I typically frame it in terms of laplace/Z transform, in which case it's just a 1-pole LPF