Photo by Jeffrey Wegrzyn on Unsplash

‘Online’ Kalman Filters for Streaming IoT Data

Applying Kalman Filters to real-time streaming data

Introduction

Edit: my latex is shoddy — formula corrected. Thanks to medium users: https://sethmott.medium.com/ and https://medium.com/@wenzhao.li1989 for bringing it to my attention!

An example of a noisy process

Image by Author

Data Scientist