Kalman-Filter for predicting the past.

asked 2018-09-07 02:34:07 -0500

LuisK gravatar image

Hi guys,

is there a possibility to predict a state in the past with Kalman-Filter?

Example: I read measurement data from time k=3 to time k=10, but would like to now the estimated state of the model at time k=2 (k=1, k=0).

Greetings, Luis

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i don't think, this is possible. what about caching previous measurements / predictions ?

berak gravatar imageberak ( 2018-09-07 03:04:50 -0500 )edit