Kalman-Filter for predicting the past.
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
i don't think, this is possible. what about caching previous measurements / predictions ?