by An Uncommon Lab

Filter Concepts

There are many ideas and terms involved in state estimation, and it's easy to get lost between different sources and different names. Throughout *kf, we try to keep the language internally consistent and to use the most common terms, but this will naturally vary from industry to industry. This section lays out some of the nomenclature and big ideas that go into state estimation.

See Nomenclature for a discussion of the terms used throughout this documentation and in *kf itself.

See Filter Types for a quick discussion of how to select a filter for a given problem, along with the options that may be useful. (Also, when using the *kf engine, be sure to look at the help text that's displayed, which shows assumptions, advantages, and disadvantages for various items.)

See Workflow for a discussion of how to build a good filter, from selecting the initial sensors and data sources, through integration and testing.