Kalman Filter

5 selectedDifficulty 5-75 unseenView topic

IntermediateNew

0 answered

4 intermediate1 advancedAdapts to your performance

Question 1 of 5

120sintermediate (5/10)conceptual

The Kalman filter gives the optimal Bayesian estimate of a hidden state under a linear-Gaussian state-space model. What is the key property that makes the exact posterior also Gaussian at every time step?