alt Hacker NewsHow 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
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
It’s actually shown in the Wikipedia article: https://en.wikipedia.org/wiki/Kalman_filter#Details