Authors: Brian Beckman
In Kalman Folding 5: Non-Linear Models and the EKF, we present an Extended Kalman Filter as a fold over a lazy stream of observations that uses a nested fold over a lazy stream of states to integrate non-linear equations of motion. In Kalman Folding 4: Streams and Observables, we present a handful of stream operators, just enough to demonstrate Kalman folding over observables. In this paper, we enrich the collection of operators, adding takeUntil, last, and map. We then show how to use them to integrate differential equations in state-space form in two different ways and to generate test cases for the non-linear EKF from paper 5.
Comments: 9 Pages.
[v1] 2016-07-07 09:52:55
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