I teach the Kalman filter as a special implementation of a class of Gaussian Processes (GPs). Much of the modern world runs on these algorithms so a shame they are not more central to training, if that's the case.
The Kalman Filter was once a core topic in EECS curricula. Given it's relevance to ML, RL, Ctrl/Robotics, I'm surprised that most researchers don't know much about it, and many papers just rediscover it. KF seems messy & complicated, but the intuition behind it is invaluable
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