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Questions about the models and theories of control engineering and the application of control theory to design systems with desired behaviors.

3 votes
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Kalman Filter by Orthogonal Projection

I'm working through the derivation for the Kalman filter using orthogonal projections. It's pretty intuitive that if we want to generate the best linear estimate for an $n$-vector $x$ using some $m$-v …
spencer wilson's user avatar