Kalman Folding for the Brave and True

schedule Dec 4th 02:20 - 03:10 PM place Blue Room people 78 Interested

There might be 25 or more Kalman filters or variants thereof in your phone and its apps. This essential class of algorithm empowers every aspect of navigation, tracking, control, and beyond to business, finance, and machine learning. Kalman filters can be tricky to test and tune, and it's essential that exactly the same code as was tested be deployed. But Kalman filters are just foldable functions! I show how to fold exactly the same code over repeatable data in a friendly testing environment and over asynchronous data in a harsh, real-world environment.

 
 

Target Audience

Software engineers and anyone interested in algorithms or functional programming concepts.

schedule Submitted 2 years ago

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